-45.3%
KEEL vs MAS
+40.8%
-86.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.8% | -5.8% |
| 7D | -13.6% | +14.2% | -27.7% | -18.0% |
| 30D | -39.1% | +26.8% | -65.9% | -44.9% |
| 3M | -48.9% | +13.1% | -62.0% | -51.4% |
| 6M | -35.4% | +27.9% | -63.3% | -42.7% |
| YTD | -10.6% | +38.7% | -49.3% | -25.1% |
| 1Y | -45.3% | +40.4% | -85.7% | -54.2% |
| All | -45.3% | +40.8% | -86.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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