-35.3%
KEEL vs LUMN
-37.8%
+2.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.3% |
| 7D | +2.9% | +2.5% | +0.4% | +2.2% |
| 30D | +0.8% | +10.3% | -9.5% | -1.7% |
| 3M | -35.3% | -18.3% | -17.1% | -31.8% |
| 6M | +59.4% | +4.4% | +55.0% | +58.6% |
| YTD | +51.9% | -10.7% | +62.6% | +56.1% |
| 1Y | +75.0% | +14.0% | +61.0% | +69.7% |
| 3Y | +224.5% | +406.6% | -182.0% | +89.6% |
| All | -35.3% | -37.8% | +2.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 5y: compounded portfolio wealth divided by compounded LUMN 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…
5y analysis · Full analysis span regression · 6 months rolling