-45.3%
KEEL vs USHY
+1.9%
-47.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -11.2% |
| 7D | -13.6% | -0.2% | -13.4% | -11.4% |
| 30D | -39.1% | +0.7% | -39.8% | -42.8% |
| 3M | -48.9% | -2.2% | -46.7% | -33.3% |
| 6M | -35.4% | -0.9% | -34.5% | -26.7% |
| YTD | -10.6% | +0.2% | -10.8% | -3.3% |
| 1Y | -45.3% | +1.7% | -47.0% | -53.1% |
| All | -45.3% | +1.9% | -47.2% | -53.1% |
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