+77.0%
NI vs KEEL
+294.5%
-217.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.1% |
| 7D | 0.0% | +2.9% | -2.8% | 0.0% |
| 30D | -1.4% | +0.8% | -2.2% | -1.4% |
| 3M | -10.6% | -35.3% | +24.7% | -10.3% |
| 6M | -9.3% | +59.4% | -68.7% | -10.1% |
| YTD | +1.1% | +51.9% | -50.8% | +0.2% |
| 1Y | +3.4% | +75.0% | -71.6% | +2.0% |
| 3Y | +67.9% | +224.5% | -156.7% | +63.4% |
| 5Y | +98.0% | -35.9% | +133.9% | +93.1% |
| All | +77.0% | +294.5% | -217.4% | +62.6% |
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