+224.5%
KEEL vs IT
-49.4%
+273.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.5% | +3.4% |
| 7D | +2.9% | -3.7% | +6.5% | +3.1% |
| 30D | +0.8% | +0.1% | +0.8% | +0.6% |
| 3M | -35.3% | +20.7% | -56.0% | -38.0% |
| 6M | +59.4% | +12.0% | +47.4% | +54.2% |
| YTD | +51.9% | -28.8% | +80.7% | +72.8% |
| 1Y | +75.0% | -25.5% | +100.5% | +93.3% |
| 3Y | +224.5% | -48.8% | +273.3% | +462.0% |
| All | +224.5% | -49.4% | +273.9% | +462.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling