-70.4%
LYFT vs KEEL
-34.6%
-35.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.1% |
| 7D | -8.4% | +2.9% | -11.3% | -9.2% |
| 30D | -7.6% | +0.8% | -8.4% | -8.9% |
| 3M | +11.7% | -35.3% | +47.1% | +18.0% |
| 6M | +15.1% | +59.4% | -44.3% | -6.3% |
| YTD | -20.9% | +51.9% | -72.8% | -36.4% |
| 1Y | -16.4% | +75.0% | -91.4% | -40.4% |
| 3Y | +35.2% | +224.5% | -189.3% | -35.2% |
| All | -70.4% | -34.6% | -35.8% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling