+177.6%
KEEL vs SARO
-7.4%
+185.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.9% |
| 7D | +7.8% | -0.8% | +8.6% | +8.7% |
| 30D | -11.7% | -20.0% | +8.3% | +9.0% |
| 3M | -41.5% | -2.9% | -38.6% | -41.3% |
| 6M | +54.9% | -17.7% | +72.6% | +89.9% |
| YTD | +47.7% | -13.5% | +61.2% | +69.0% |
| 1Y | +177.6% | -9.7% | +187.3% | +208.3% |
| All | +177.6% | -7.4% | +185.0% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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