+33.8%
LHX vs KEEL
+294.5%
-260.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.2% |
| 7D | -4.3% | +2.9% | -7.1% | -4.3% |
| 30D | -15.1% | +0.8% | -16.0% | -15.2% |
| 3M | -21.0% | -35.3% | +14.4% | -20.7% |
| 6M | -32.0% | +59.4% | -91.4% | -32.7% |
| YTD | -15.3% | +51.9% | -67.2% | -16.3% |
| 1Y | -11.1% | +75.0% | -86.1% | -12.3% |
| 3Y | +54.0% | +224.5% | -170.5% | +49.8% |
| 5Y | +17.1% | -35.9% | +53.0% | +14.3% |
| All | +33.8% | +294.5% | -260.7% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling