+92.5%
LLY vs KEEL
+186.7%
-94.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +0.1% |
| 7D | -3.2% | +2.7% | -5.8% | -3.3% |
| 30D | -7.4% | +4.6% | -12.0% | -7.7% |
| 3M | -1.0% | -34.5% | +33.4% | 0.0% |
| 6M | +12.5% | +59.3% | -46.8% | +8.7% |
| YTD | +5.0% | +46.4% | -41.4% | +1.2% |
| 1Y | +49.8% | +96.6% | -46.8% | +39.0% |
| All | +92.5% | +186.7% | -94.2% | +74.8% |
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