-35.3%
KEEL vs MOH
-19.7%
-15.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.7% |
| 7D | +2.9% | +1.7% | +1.2% | +2.9% |
| 30D | +0.8% | -0.9% | +1.7% | +0.9% |
| 3M | -35.3% | +5.7% | -41.0% | -35.5% |
| 6M | +59.4% | +39.1% | +20.3% | +57.0% |
| YTD | +51.9% | +17.7% | +34.2% | +49.6% |
| 1Y | +75.0% | +8.4% | +66.6% | +72.8% |
| 3Y | +224.5% | -36.6% | +261.1% | +222.5% |
| All | -35.3% | -19.7% | -15.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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