-70.8%
LYFT vs KEEL
+294.5%
-365.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.5% |
| 7D | -8.4% | +2.9% | -11.3% | -8.8% |
| 30D | -7.6% | +0.8% | -8.4% | -8.2% |
| 3M | +11.7% | -35.3% | +47.1% | +15.2% |
| 6M | +15.1% | +59.4% | -44.3% | +3.8% |
| YTD | -20.9% | +51.9% | -72.8% | -29.0% |
| 1Y | -16.4% | +75.0% | -91.4% | -28.6% |
| 3Y | +35.2% | +224.5% | -189.3% | +0.2% |
| 5Y | -69.4% | -35.9% | -33.5% | -76.4% |
| All | -70.8% | +294.5% | -365.3% | -79.4% |
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