+177.6%
KEEL vs MULL
+3,061.6%
-2,884.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.8% | -8.2% | -0.3% |
| 7D | +7.8% | +17.3% | -9.5% | +1.9% |
| 30D | -11.7% | +23.5% | -35.2% | -17.7% |
| 3M | -41.5% | -24.0% | -17.5% | -43.2% |
| 6M | +54.9% | +276.7% | -221.8% | -18.0% |
| YTD | +47.7% | +565.1% | -517.4% | -39.9% |
| 1Y | +177.6% | +2,802.6% | -2,625.0% | -41.9% |
| All | +177.6% | +3,061.6% | -2,884.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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