+223.3%
NDAQ vs KEEL
+312.2%
-88.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -2.1% |
| 7D | -2.6% | +21.5% | -24.1% | -3.2% |
| 30D | +0.5% | -3.9% | +4.3% | +0.4% |
| 3M | +9.9% | -34.1% | +44.0% | +10.8% |
| 6M | +8.2% | +82.8% | -74.6% | +4.9% |
| YTD | -1.5% | +58.7% | -60.2% | -4.3% |
| 1Y | +1.3% | +191.4% | -190.1% | -4.3% |
| 3Y | +92.6% | +205.7% | -113.2% | +77.2% |
| 5Y | +53.8% | -37.0% | +90.8% | +42.3% |
| All | +223.3% | +312.2% | -88.9% | +198.6% |
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