+34.5%
LYV vs KEEL
-58.5%
+93.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -21.4% | +20.4% | -0.2% |
| 7D | +1.9% | -28.6% | +30.5% | +3.2% |
| 30D | +5.5% | -52.4% | +58.0% | +8.5% |
| 3M | -1.2% | -58.0% | +56.8% | +1.9% |
| 6M | +15.3% | -53.3% | +68.5% | +15.7% |
| YTD | +27.2% | -29.8% | +57.0% | +22.6% |
| 1Y | +34.5% | -59.4% | +93.8% | +29.6% |
| All | +34.5% | -58.5% | +93.0% | +29.6% |
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