+177.6%
KEEL vs USHY
+4.6%
+173.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.9% |
| 7D | +7.8% | -0.1% | +7.9% | +9.5% |
| 30D | -11.7% | +0.1% | -11.8% | -12.1% |
| 3M | -41.5% | +0.8% | -42.3% | -46.2% |
| 6M | +54.9% | +1.7% | +53.2% | +37.5% |
| YTD | +47.7% | +2.5% | +45.2% | +19.9% |
| 1Y | +177.6% | +4.4% | +173.2% | +71.3% |
| All | +177.6% | +4.6% | +173.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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