-0.1%
LIN vs KEEL
+185.4%
-185.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.4% |
| 7D | -4.0% | +19.3% | -23.2% | -3.6% |
| 30D | -4.9% | +9.1% | -14.0% | -4.7% |
| 3M | -9.2% | -31.5% | +22.4% | -9.4% |
| 6M | -2.6% | +75.8% | -78.4% | -2.0% |
| YTD | +10.5% | +57.9% | -47.4% | +11.3% |
| 1Y | -0.1% | +133.3% | -133.4% | +0.5% |
| All | -0.1% | +185.4% | -185.5% | +0.5% |
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