+27.9%
KEEL vs MULL
+2,366.2%
-2,338.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.3% | +2.1% | -4.2% |
| 7D | +2.7% | +3.6% | -0.9% | +1.2% |
| 30D | +4.6% | +22.0% | -17.5% | -2.4% |
| 3M | -34.5% | -8.6% | -25.8% | -39.2% |
| 6M | +59.3% | +248.5% | -189.3% | -12.7% |
| YTD | +46.4% | +516.3% | -469.9% | -37.2% |
| 1Y | +96.6% | +2,036.6% | -1,940.1% | -48.4% |
| All | +27.9% | +2,366.2% | -2,338.3% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling