+5.2%
LOW vs KEEL
-34.6%
+39.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.1% |
| 7D | -3.7% | +2.9% | -6.6% | -3.9% |
| 30D | -8.9% | +0.8% | -9.7% | -9.1% |
| 3M | -10.4% | -35.3% | +24.9% | -9.1% |
| 6M | -19.4% | +59.4% | -78.8% | -23.1% |
| YTD | -17.1% | +51.9% | -69.0% | -21.2% |
| 1Y | -26.3% | +75.0% | -101.3% | -31.9% |
| 3Y | -9.9% | +224.5% | -234.4% | -25.9% |
| All | +5.2% | -34.6% | +39.8% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling