-35.3%
KEEL vs INDA
+5.7%
-41.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +1.9% |
| 7D | +2.9% | -2.7% | +5.6% | +8.5% |
| 30D | +0.8% | -2.8% | +3.6% | +6.8% |
| 3M | -35.3% | +1.6% | -37.0% | -37.6% |
| 6M | +59.4% | -1.4% | +60.8% | +64.9% |
| YTD | +51.9% | -10.1% | +62.1% | +89.5% |
| 1Y | +75.0% | -8.8% | +83.8% | +112.9% |
| 3Y | +224.5% | +7.6% | +216.9% | +167.1% |
| All | -35.3% | +5.7% | -41.0% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling