+1,004.7%
LLY vs KEEL
+312.2%
+692.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.3% |
| 7D | -3.1% | +21.5% | -24.6% | -3.4% |
| 30D | -5.1% | -3.9% | -1.2% | -5.1% |
| 3M | -2.1% | -34.1% | +32.0% | -1.7% |
| 6M | +13.8% | +82.8% | -69.0% | +12.3% |
| YTD | +5.1% | +58.7% | -53.6% | +3.7% |
| 1Y | +53.1% | +191.4% | -138.3% | +48.9% |
| 3Y | +95.6% | +205.7% | -110.1% | +89.3% |
| 5Y | +361.5% | -37.0% | +398.5% | +348.8% |
| All | +1,004.7% | +312.2% | +692.5% | +912.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling