+48.7%
LUNR vs KEEL
-57.7%
+106.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -2.3% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | -15.3% | +0.8% | -16.2% | -15.6% |
| 3M | -53.2% | -35.3% | -17.8% | -51.4% |
| 6M | -22.2% | +59.4% | -81.6% | -26.0% |
| YTD | -11.6% | +51.9% | -63.5% | -15.7% |
| 1Y | +68.4% | +75.0% | -6.6% | +61.5% |
| 3Y | +216.8% | +224.5% | -7.8% | +225.0% |
| All | +48.7% | -57.7% | +106.4% | +64.9% |
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