-45.3%
KEEL vs RUN
-53.7%
+8.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | -13.6% | +18.5% | -32.0% | -19.8% |
| 30D | -39.1% | +15.5% | -54.6% | -43.0% |
| 3M | -48.9% | -20.3% | -28.6% | -44.2% |
| 6M | -35.4% | -30.8% | -4.6% | -26.0% |
| YTD | -10.6% | -52.2% | +41.6% | +9.7% |
| 1Y | -45.3% | -53.9% | +8.6% | -32.6% |
| All | -45.3% | -53.7% | +8.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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