+59.4%
KEEL vs MTCH
+39.2%
+20.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.7% |
| 7D | +2.9% | +1.3% | +1.6% | +2.8% |
| 30D | +0.8% | +15.9% | -15.0% | -1.8% |
| 3M | -35.3% | +23.3% | -58.6% | -39.8% |
| 6M | +59.4% | +40.1% | +19.2% | +14.9% |
| All | +59.4% | +39.2% | +20.2% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling