+138.4%
LOW vs KEEL
+280.1%
-141.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | -0.8% |
| 7D | -2.6% | +2.7% | -5.3% | -2.7% |
| 30D | -11.1% | +4.6% | -15.7% | -11.4% |
| 3M | -8.5% | -34.5% | +26.0% | -7.7% |
| 6M | -20.8% | +59.3% | -80.1% | -23.2% |
| YTD | -17.2% | +46.4% | -63.6% | -19.7% |
| 1Y | -24.7% | +96.6% | -121.3% | -28.7% |
| 3Y | -9.7% | +182.0% | -191.7% | -18.6% |
| 5Y | +6.0% | -38.2% | +44.2% | -3.6% |
| All | +138.4% | +280.1% | -141.8% | +104.9% |
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 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