+171.5%
LIN vs KEEL
+280.1%
-108.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | -0.9% |
| 7D | -4.3% | +2.7% | -7.0% | -4.3% |
| 30D | -5.6% | +4.6% | -10.1% | -5.8% |
| 3M | -9.0% | -34.5% | +25.4% | -8.4% |
| 6M | -2.5% | +59.3% | -61.7% | -4.6% |
| YTD | +9.3% | +46.4% | -37.1% | +6.8% |
| 1Y | -1.0% | +96.6% | -97.6% | -5.0% |
| 3Y | +24.0% | +182.0% | -158.0% | +14.3% |
| 5Y | +59.1% | -38.2% | +97.3% | +48.1% |
| All | +171.5% | +280.1% | -108.6% | +133.9% |
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