-45.3%
KEEL vs IRE
-97.6%
+52.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.2% | +19.1% | +4.5% |
| 7D | -13.6% | -46.8% | +33.2% | +6.9% |
| 30D | -39.1% | -75.5% | +36.4% | -2.8% |
| 3M | -48.9% | -79.4% | +30.5% | -15.7% |
| 6M | -35.4% | -91.3% | +55.9% | +20.8% |
| YTD | -10.6% | -90.8% | +80.2% | +37.7% |
| 1Y | -45.3% | -97.7% | +52.4% | +26.8% |
| All | -45.3% | -97.6% | +52.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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