+294.5%
KEEL vs IDXX
+82.7%
+211.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +4.0% |
| 7D | +2.9% | -5.7% | +8.6% | +7.2% |
| 30D | +0.8% | -11.5% | +12.4% | +8.9% |
| 3M | -35.3% | -9.5% | -25.8% | -33.6% |
| 6M | +59.4% | -16.0% | +75.3% | +72.9% |
| YTD | +51.9% | -25.4% | +77.3% | +81.1% |
| 1Y | +75.0% | -21.8% | +96.8% | +98.6% |
| 3Y | +224.5% | +7.0% | +217.5% | +161.8% |
| 5Y | -35.9% | -26.0% | -10.0% | -34.9% |
| All | +294.5% | +82.7% | +211.8% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling