+128.8%
MOD vs KEEL
+71.1%
+57.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -4.9% | +1.4% |
| 7D | +8.2% | -1.4% | +9.7% | +8.1% |
| 30D | -38.2% | -29.8% | -8.3% | -32.9% |
| 3M | -46.2% | -37.1% | -9.1% | -40.6% |
| 6M | -62.5% | -51.9% | -10.7% | -56.6% |
| YTD | -20.1% | -11.9% | -8.2% | -21.6% |
| 1Y | -29.7% | -38.6% | +8.9% | -25.9% |
| All | +128.8% | +71.1% | +57.7% | +96.9% |
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