+32.7%
KEEL vs MULL
+2,337.2%
-2,304.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.2% |
| 7D | +2.9% | -8.4% | +11.3% | +5.7% |
| 30D | +0.8% | +9.7% | -8.8% | -2.6% |
| 3M | -35.3% | -26.8% | -8.6% | -35.3% |
| 6M | +59.4% | +220.7% | -161.3% | -10.3% |
| YTD | +51.9% | +509.0% | -457.1% | -34.6% |
| 1Y | +75.0% | +1,739.5% | -1,664.5% | -51.8% |
| All | +32.7% | +2,337.2% | -2,304.4% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling