-2.2%
LYV vs KEEL
+89.9%
-92.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | -0.1% |
| 7D | -1.9% | +2.9% | -4.8% | -2.0% |
| 30D | -8.2% | +0.8% | -9.0% | -8.3% |
| 3M | -1.3% | -35.3% | +34.1% | -0.3% |
| 6M | +2.6% | +59.4% | -56.8% | -0.6% |
| YTD | +19.4% | +51.9% | -32.5% | +15.5% |
| 1Y | -2.2% | +75.0% | -77.2% | -3.5% |
| All | -2.2% | +89.9% | -92.1% | -3.5% |
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