+280.1%
KEEL vs RUN
-42.1%
+322.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.9% | -5.3% | -6.7% |
| 7D | +2.7% | -3.4% | +6.0% | +3.8% |
| 30D | +4.6% | -14.0% | +18.5% | +9.7% |
| 3M | -34.5% | -27.5% | -7.0% | -27.9% |
| 6M | +59.3% | -29.0% | +88.2% | +75.5% |
| YTD | +46.4% | -53.1% | +99.5% | +77.6% |
| 1Y | +96.6% | -46.7% | +143.3% | +130.3% |
| 3Y | +182.0% | -38.3% | +220.3% | +120.0% |
| 5Y | -38.2% | -80.7% | +42.5% | -34.0% |
| All | +280.1% | -42.1% | +322.2% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling