-58.7%
MARA vs KEEL
-45.0%
-13.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | +0.1% | -1.4% |
| 7D | -6.5% | -13.6% | +7.0% | +2.0% |
| 30D | -38.5% | -39.1% | +0.6% | -16.1% |
| 3M | -41.5% | -48.9% | +7.4% | -12.1% |
| 6M | -41.9% | -35.4% | -6.5% | -26.7% |
| YTD | -23.5% | -10.6% | -12.9% | -25.2% |
| 1Y | -58.7% | -45.3% | -13.4% | -49.0% |
| All | -58.7% | -45.0% | -13.7% | -49.0% |
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