-52.8%
NRG vs KEEL
-58.5%
+5.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -21.4% | +18.2% | +0.8% |
| 7D | -17.0% | -28.6% | +11.6% | -12.2% |
| 30D | -21.9% | -52.4% | +30.6% | -11.1% |
| 3M | -32.9% | -58.0% | +25.1% | -22.8% |
| 6M | -48.4% | -53.3% | +4.9% | -43.3% |
| YTD | -48.7% | -29.8% | -18.9% | -49.8% |
| 1Y | -52.8% | -59.4% | +6.6% | -49.9% |
| All | -52.8% | -58.5% | +5.7% | -49.9% |
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