+327.1%
NET vs KEEL
+171.1%
+156.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -2.4% |
| 7D | -7.0% | +7.8% | -14.7% | -7.9% |
| 30D | -4.8% | -11.7% | +6.9% | -3.9% |
| 3M | +3.8% | -41.5% | +45.3% | +9.1% |
| 6M | +50.0% | +54.9% | -4.9% | +36.4% |
| YTD | +41.5% | +47.7% | -6.2% | +27.9% |
| 1Y | +32.8% | +177.6% | -144.8% | +5.7% |
| All | +327.1% | +171.1% | +156.0% | +207.9% |
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