-17.4%
LUNR vs KEEL
-58.5%
+41.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -21.4% | +8.2% | -3.0% |
| 7D | -26.2% | -28.6% | +2.4% | -14.0% |
| 30D | -42.8% | -52.4% | +9.7% | -19.8% |
| 3M | -38.4% | -58.0% | +19.6% | -10.9% |
| 6M | -65.2% | -53.3% | -12.0% | -54.8% |
| YTD | -46.9% | -29.8% | -17.1% | -49.1% |
| 1Y | -17.4% | -59.4% | +41.9% | -8.0% |
| All | -17.4% | -58.5% | +41.1% | -8.0% |
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