+177.6%
KEEL vs RUN
-46.2%
+223.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +7.8% | +1.3% | +6.5% | +7.0% |
| 30D | -11.7% | -15.3% | +3.5% | -5.0% |
| 3M | -41.5% | -40.0% | -1.5% | -26.7% |
| 6M | +54.9% | -27.0% | +81.9% | +74.9% |
| YTD | +47.7% | -51.7% | +99.3% | +87.4% |
| 1Y | +177.6% | -45.9% | +223.5% | +291.2% |
| All | +177.6% | -46.2% | +223.8% | +291.2% |
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