-32.6%
MOD vs KEEL
-45.0%
+12.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.1% | -17.3% | -20.2% |
| 7D | -31.3% | -13.6% | -17.8% | -28.3% |
| 30D | -46.1% | -39.1% | -7.0% | -37.9% |
| 3M | -51.1% | -48.9% | -2.2% | -41.6% |
| 6M | -62.1% | -35.4% | -26.7% | -57.3% |
| YTD | -26.2% | -10.6% | -15.5% | -25.7% |
| 1Y | -32.6% | -45.3% | +12.8% | -21.5% |
| All | -32.6% | -45.0% | +12.4% | -21.5% |
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