+224.5%
KEEL vs INDA
+7.9%
+216.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.2% |
| 7D | +2.9% | -2.7% | +5.6% | +7.6% |
| 30D | +0.8% | -2.8% | +3.6% | +5.8% |
| 3M | -35.3% | +1.6% | -37.0% | -37.1% |
| 6M | +59.4% | -1.4% | +60.8% | +64.5% |
| YTD | +51.9% | -10.1% | +62.1% | +83.6% |
| 1Y | +75.0% | -8.8% | +83.8% | +107.3% |
| 3Y | +224.5% | +7.6% | +216.9% | +163.5% |
| All | +224.5% | +7.9% | +216.7% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling