-44.3%
LULU vs KEEL
+294.5%
-338.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.9% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 30D | -18.1% | +0.8% | -19.0% | -18.5% |
| 3M | -18.8% | -35.3% | +16.6% | -17.5% |
| 6M | -39.2% | +59.4% | -98.6% | -42.3% |
| YTD | -52.4% | +51.9% | -104.3% | -54.9% |
| 1Y | -40.3% | +75.0% | -115.3% | -45.0% |
| 3Y | -75.1% | +224.5% | -299.6% | -79.0% |
| 5Y | -76.7% | -35.9% | -40.8% | -79.9% |
| All | -44.3% | +294.5% | -338.8% | -56.6% |
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