-59.2%
NKE vs KEEL
+197.5%
-256.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.4% |
| 7D | -4.2% | +2.9% | -7.0% | -4.3% |
| 30D | -8.2% | +0.8% | -9.0% | -8.4% |
| 3M | -19.1% | -35.3% | +16.2% | -18.2% |
| 6M | -32.6% | +59.4% | -92.0% | -35.2% |
| YTD | -40.7% | +51.9% | -92.6% | -43.1% |
| 1Y | -48.9% | +75.0% | -123.9% | -52.3% |
| 3Y | -59.2% | +224.5% | -283.8% | -66.3% |
| All | -59.2% | +197.5% | -256.7% | -66.3% |
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