+224.5%
KEEL vs NYT
+56.2%
+168.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | +0.8% | +4.6% | -3.7% | -0.2% |
| 3M | -35.3% | -9.6% | -25.7% | -34.6% |
| 6M | +59.4% | -14.0% | +73.4% | +64.1% |
| YTD | +51.9% | -2.8% | +54.8% | +48.3% |
| 1Y | +75.0% | +15.6% | +59.4% | +54.9% |
| 3Y | +224.5% | +56.3% | +168.2% | +147.3% |
| All | +224.5% | +56.2% | +168.3% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling