+68.6%
MAR vs KEEL
+197.5%
-128.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.5% |
| 7D | -0.5% | +2.9% | -3.4% | -0.7% |
| 30D | -5.4% | +0.8% | -6.3% | -5.7% |
| 3M | -15.5% | -35.3% | +19.8% | -14.0% |
| 6M | +3.0% | +59.4% | -56.4% | -2.3% |
| YTD | +8.5% | +51.9% | -43.4% | +2.6% |
| 1Y | +26.0% | +75.0% | -49.0% | +15.2% |
| 3Y | +68.6% | +224.5% | -155.9% | +40.7% |
| All | +68.6% | +197.5% | -128.9% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling