+41.5%
NU vs KEEL
-42.4%
+83.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.4% | -3.4% |
| 7D | -4.9% | +2.9% | -7.8% | -5.5% |
| 30D | +7.8% | +0.8% | +7.0% | +6.8% |
| 3M | +20.9% | -35.3% | +56.3% | +27.6% |
| 6M | +0.9% | +59.4% | -58.5% | -12.8% |
| YTD | -12.7% | +51.9% | -64.6% | -25.2% |
| 1Y | -6.4% | +75.0% | -81.4% | -26.6% |
| 3Y | +98.1% | +224.5% | -126.4% | +8.7% |
| All | +41.5% | -42.4% | +83.9% | +34.5% |
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