-59.4%
KEEL vs NYT
+11.3%
-70.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.4% | -20.0% | -21.9% |
| 7D | -28.6% | -5.5% | -23.0% | -30.0% |
| 30D | -52.4% | +2.7% | -55.2% | -52.1% |
| 3M | -58.0% | +0.5% | -58.5% | -57.8% |
| 6M | -53.3% | -14.6% | -38.7% | -54.2% |
| YTD | -29.8% | -4.4% | -25.4% | -20.5% |
| 1Y | -59.4% | +15.2% | -74.6% | -29.4% |
| All | -59.4% | +11.3% | -70.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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