+75.9%
LUNR vs KEEL
+169.0%
-93.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | -0.6% |
| 7D | -3.6% | +7.8% | -11.4% | -6.4% |
| 30D | +5.9% | -11.7% | +17.6% | +9.4% |
| 3M | -56.0% | -41.5% | -14.5% | -48.2% |
| 6M | -20.5% | +54.9% | -75.4% | -36.3% |
| YTD | -8.7% | +47.7% | -56.4% | -26.8% |
| 1Y | +75.9% | +177.6% | -101.7% | +66.2% |
| All | +75.9% | +169.0% | -93.1% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling