+294.5%
KEEL vs USHY
+39.5%
+255.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.7% |
| 7D | +2.9% | -0.7% | +3.6% | +5.3% |
| 30D | +0.8% | -0.7% | +1.5% | +3.3% |
| 3M | -35.3% | +0.1% | -35.4% | -35.1% |
| 6M | +59.4% | +1.8% | +57.6% | +54.1% |
| YTD | +51.9% | +1.8% | +50.1% | +48.0% |
| 1Y | +75.0% | +3.3% | +71.7% | +64.6% |
| 3Y | +224.5% | +27.0% | +197.6% | +85.5% |
| 5Y | -35.9% | +21.0% | -56.9% | -58.5% |
| All | +294.5% | +39.5% | +255.0% | +279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling