-8.6%
LHX vs KEEL
-58.5%
+49.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -21.4% | +20.8% | -0.9% |
| 7D | -7.3% | -28.6% | +21.3% | -7.6% |
| 30D | +8.5% | -52.4% | +60.9% | +7.8% |
| 3M | -9.4% | -58.0% | +48.7% | -9.9% |
| 6M | -14.0% | -53.3% | +39.3% | -15.7% |
| YTD | -11.0% | -29.8% | +18.8% | -16.0% |
| 1Y | -8.6% | -59.4% | +50.8% | -10.8% |
| All | -8.6% | -58.5% | +49.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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