-45.3%
KEEL vs IT
-17.9%
-27.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -3.5% |
| 7D | -13.6% | -5.5% | -8.1% | -14.7% |
| 30D | -39.1% | +10.3% | -49.5% | -36.4% |
| 3M | -48.9% | +11.5% | -60.4% | -45.8% |
| 6M | -35.4% | +40.3% | -75.7% | -24.2% |
| YTD | -10.6% | -17.9% | +7.2% | -8.6% |
| 1Y | -45.3% | -8.8% | -36.5% | -43.0% |
| All | -45.3% | -17.9% | -27.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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