-59.4%
KEEL vs IDXX
-7.4%
-52.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.0% | -17.4% | -21.8% |
| 7D | -28.6% | +16.4% | -45.0% | -25.9% |
| 30D | -52.4% | +30.1% | -82.6% | -50.3% |
| 3M | -58.0% | +14.7% | -72.7% | -55.8% |
| 6M | -53.3% | +19.1% | -72.4% | -51.7% |
| YTD | -29.8% | -0.9% | -28.9% | -16.1% |
| 1Y | -59.4% | -6.9% | -52.5% | -50.7% |
| All | -59.4% | -7.4% | -52.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling