-35.3%
KEEL vs RUN
-81.0%
+45.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +2.9% | -3.7% | +6.6% | +4.2% |
| 30D | +0.8% | -13.0% | +13.9% | +5.8% |
| 3M | -35.3% | -31.8% | -3.5% | -26.9% |
| 6M | +59.4% | -32.2% | +91.6% | +79.4% |
| YTD | +51.9% | -53.5% | +105.4% | +87.2% |
| 1Y | +75.0% | -46.5% | +121.5% | +107.0% |
| 3Y | +224.5% | -37.6% | +262.2% | +133.1% |
| All | -35.3% | -81.0% | +45.7% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling