+38.3%
LIN vs KEEL
+63.3%
-25.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.8% | +1.0% |
| 7D | +0.1% | +3.7% | -3.6% | +0.1% |
| 30D | +7.6% | -35.7% | +43.3% | +7.9% |
| 3M | +6.5% | -49.5% | +56.0% | +7.1% |
| 6M | +6.2% | -50.6% | +56.8% | +6.4% |
| YTD | +23.2% | -16.6% | +39.8% | +22.0% |
| 1Y | +25.4% | -46.4% | +71.9% | +25.3% |
| 3Y | +38.3% | +63.3% | -25.0% | +34.9% |
| All | +38.3% | +63.3% | -25.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling