-32.0%
LHX vs KEEL
+63.0%
-95.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -0.9% |
| 7D | -4.3% | +2.9% | -7.1% | -4.0% |
| 30D | -15.1% | +0.8% | -16.0% | -14.9% |
| 3M | -21.0% | -35.3% | +14.4% | -20.9% |
| 6M | -32.0% | +59.4% | -91.4% | -34.4% |
| All | -32.0% | +63.0% | -95.0% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling