-17.4%
KEEL vs IRE
-84.0%
+66.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +1.9% |
| 7D | +19.3% | +29.0% | -9.8% | +8.4% |
| 30D | +9.1% | +24.2% | -15.1% | -1.7% |
| 3M | -31.5% | -53.2% | +21.6% | -21.5% |
| 6M | +75.8% | -36.0% | +111.9% | +59.9% |
| YTD | +57.9% | -51.0% | +108.9% | +38.1% |
| All | -17.4% | -84.0% | +66.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling