+280.1%
KEEL vs IRM
+415.2%
-135.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.0% | -5.3% | -5.9% |
| 7D | +2.7% | -1.8% | +4.5% | +4.0% |
| 30D | +4.6% | -7.8% | +12.3% | +10.9% |
| 3M | -34.5% | -7.9% | -26.6% | -29.6% |
| 6M | +59.3% | +6.3% | +52.9% | +58.2% |
| YTD | +46.4% | +38.2% | +8.2% | +25.4% |
| 1Y | +96.6% | +19.8% | +76.7% | +84.1% |
| 3Y | +182.0% | +98.8% | +83.2% | +102.1% |
| 5Y | -38.2% | +191.8% | -230.0% | -61.3% |
| All | +280.1% | +415.2% | -135.1% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling