+75.0%
KEEL vs IFF
+33.4%
+41.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +2.9% | -3.2% | +6.1% | +3.3% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | -35.3% | +8.4% | -43.8% | -36.6% |
| 6M | +59.4% | +23.0% | +36.3% | +50.6% |
| YTD | +51.9% | +25.5% | +26.5% | +46.3% |
| 1Y | +75.0% | +29.1% | +45.9% | +69.1% |
| All | +75.0% | +33.4% | +41.6% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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