+174.1%
MAR vs KEEL
+294.5%
-120.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | -15.5% | -35.3% | +19.8% | -14.4% |
| 6M | +3.0% | +59.4% | -56.4% | -0.7% |
| YTD | +8.5% | +51.9% | -43.4% | +4.4% |
| 1Y | +26.0% | +75.0% | -49.0% | +18.9% |
| 3Y | +68.6% | +224.5% | -155.9% | +49.2% |
| 5Y | +157.4% | -35.9% | +193.3% | +130.1% |
| All | +174.1% | +294.5% | -120.4% | +139.5% |
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 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