-19.6%
LYFT vs KEEL
-53.3%
+33.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +13.3% | -17.5% | -4.6% |
| 7D | +5.8% | -9.2% | +15.0% | +6.0% |
| 30D | +9.6% | -43.8% | +53.4% | +11.6% |
| 3M | +4.8% | -51.0% | +55.9% | +7.1% |
| 6M | +20.1% | -54.6% | +74.7% | +21.3% |
| YTD | -11.8% | -20.4% | +8.7% | -19.1% |
| 1Y | -19.6% | -49.3% | +29.7% | -24.1% |
| All | -19.6% | -53.3% | +33.7% | -24.1% |
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