+309.9%
KEEL vs IT
+32.8%
+277.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | 0.0% |
| 7D | +19.3% | -9.1% | +28.4% | +22.6% |
| 30D | +9.1% | -12.2% | +21.3% | +12.8% |
| 3M | -31.5% | +7.8% | -39.4% | -37.3% |
| 6M | +75.8% | +2.0% | +73.8% | +61.6% |
| YTD | +57.9% | -32.7% | +90.6% | +75.3% |
| 1Y | +133.3% | -31.1% | +164.4% | +152.3% |
| 3Y | +204.1% | -52.1% | +256.2% | +301.0% |
| 5Y | -37.5% | -46.3% | +8.7% | -22.7% |
| All | +309.9% | +32.8% | +277.1% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling