+1,381.0%
NET vs KEEL
+131.3%
+1,249.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.0% |
| 7D | -16.4% | -13.6% | -2.8% | -14.7% |
| 30D | -25.8% | -39.1% | +13.3% | -20.7% |
| 3M | -11.5% | -48.9% | +37.4% | -4.3% |
| 6M | +18.9% | -35.4% | +54.3% | +22.1% |
| YTD | +35.2% | -10.6% | +45.9% | +29.7% |
| 1Y | +14.5% | -45.3% | +59.8% | +16.6% |
| 3Y | +313.8% | +79.5% | +234.3% | +212.0% |
| 5Y | +32.6% | -70.8% | +103.4% | +9.8% |
| All | +1,381.0% | +131.3% | +1,249.7% | +988.2% |
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