+209.4%
LIN vs KEEL
+105.5%
+103.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.8% |
| 7D | +2.1% | -0.5% | +2.6% | +2.1% |
| 30D | +6.8% | -27.1% | +33.8% | +7.4% |
| 3M | +10.4% | -43.8% | +54.2% | +11.6% |
| 6M | +3.2% | -55.2% | +58.3% | +4.4% |
| YTD | +24.6% | -20.9% | +45.4% | +23.3% |
| 1Y | +24.4% | -28.5% | +52.9% | +23.3% |
| 3Y | +36.7% | +66.1% | -29.3% | +27.5% |
| 5Y | +67.0% | -78.3% | +145.3% | +58.9% |
| All | +209.4% | +105.5% | +103.9% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling