-2.2%
MA vs KEEL
+169.0%
-171.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.0% |
| 7D | -2.7% | +7.8% | -10.5% | -2.5% |
| 30D | +1.5% | -11.7% | +13.2% | +1.4% |
| 3M | +20.4% | -41.5% | +61.9% | +19.5% |
| 6M | +11.1% | +54.9% | -43.8% | +10.4% |
| YTD | +2.0% | +47.7% | -45.7% | +1.2% |
| 1Y | -2.2% | +177.6% | -179.8% | -7.4% |
| All | -2.2% | +169.0% | -171.1% | -7.4% |
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 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