+294.5%
KEEL vs MOH
+51.3%
+243.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.6% |
| 7D | +2.9% | +1.7% | +1.2% | +2.7% |
| 30D | +0.8% | -0.9% | +1.7% | +0.8% |
| 3M | -35.3% | +5.7% | -41.0% | -35.8% |
| 6M | +59.4% | +39.1% | +20.3% | +53.6% |
| YTD | +51.9% | +17.7% | +34.2% | +47.1% |
| 1Y | +75.0% | +8.4% | +66.6% | +70.3% |
| 3Y | +224.5% | -36.6% | +261.1% | +227.9% |
| 5Y | -35.9% | -19.1% | -16.8% | -38.7% |
| All | +294.5% | +51.3% | +243.1% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling