-35.3%
KEEL vs MTCH
-73.3%
+37.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +2.8% |
| 7D | +2.9% | +1.3% | +1.6% | +1.8% |
| 30D | +0.8% | +15.9% | -15.0% | -10.4% |
| 3M | -35.3% | +23.3% | -58.6% | -46.1% |
| 6M | +59.4% | +40.1% | +19.2% | +20.2% |
| YTD | +51.9% | +33.6% | +18.3% | +17.2% |
| 1Y | +75.0% | +14.1% | +60.9% | +51.6% |
| 3Y | +224.5% | +1.4% | +223.1% | +187.3% |
| All | -35.3% | -73.3% | +37.9% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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