-48.7%
NKE vs KEEL
+294.5%
-343.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.3% |
| 7D | -4.2% | +2.9% | -7.0% | -4.3% |
| 30D | -8.2% | +0.8% | -9.0% | -8.5% |
| 3M | -19.1% | -35.3% | +16.2% | -18.1% |
| 6M | -32.6% | +59.4% | -92.0% | -35.3% |
| YTD | -40.7% | +51.9% | -92.6% | -43.2% |
| 1Y | -48.9% | +75.0% | -123.9% | -52.0% |
| 3Y | -59.2% | +224.5% | -283.8% | -64.6% |
| 5Y | -75.3% | -35.9% | -39.4% | -78.3% |
| All | -48.7% | +294.5% | -343.2% | -57.3% |
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 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