-35.3%
KEEL vs IDXX
-26.5%
-8.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +4.1% |
| 7D | +2.9% | -5.7% | +8.6% | +7.7% |
| 30D | +0.8% | -11.5% | +12.4% | +9.9% |
| 3M | -35.3% | -9.5% | -25.8% | -33.5% |
| 6M | +59.4% | -16.0% | +75.3% | +74.5% |
| YTD | +51.9% | -25.4% | +77.3% | +85.3% |
| 1Y | +75.0% | -21.8% | +96.8% | +101.0% |
| 3Y | +224.5% | +7.0% | +217.5% | +137.8% |
| All | -35.3% | -26.5% | -8.8% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling