-7.5%
NOC vs KEEL
-45.0%
+37.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -4.6% |
| 7D | -5.0% | -13.6% | +8.6% | -5.2% |
| 30D | +10.3% | -39.1% | +49.5% | +9.4% |
| 3M | -4.3% | -48.9% | +44.6% | -5.2% |
| 6M | -6.5% | -35.4% | +28.9% | -8.9% |
| YTD | -6.7% | -10.6% | +3.9% | -10.2% |
| 1Y | -7.5% | -45.3% | +37.8% | -10.1% |
| All | -7.5% | -45.0% | +37.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling