+265.1%
MU vs KEEL
-45.0%
+310.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -5.3% |
| 7D | -19.1% | -13.6% | -5.5% | -14.5% |
| 30D | -25.2% | -39.1% | +13.9% | -9.5% |
| 3M | -10.9% | -48.9% | +38.0% | +13.3% |
| 6M | +38.0% | -35.4% | +73.4% | +66.2% |
| YTD | +178.8% | -10.6% | +189.5% | +199.8% |
| 1Y | +265.1% | -45.3% | +310.5% | +330.5% |
| All | +265.1% | -45.0% | +310.1% | +330.5% |
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