+75.0%
KEEL vs IRM
+22.0%
+53.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +1.0% |
| 7D | +2.9% | -1.4% | +4.3% | +5.1% |
| 30D | +0.8% | -7.4% | +8.2% | +12.8% |
| 3M | -35.3% | -7.4% | -28.0% | -26.5% |
| 6M | +59.4% | +8.7% | +50.7% | +49.8% |
| YTD | +51.9% | +40.9% | +11.0% | +3.2% |
| 1Y | +75.0% | +20.5% | +54.5% | +59.7% |
| All | +75.0% | +22.0% | +53.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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