+19.5%
O vs KEEL
+280.1%
-260.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.4% | -0.8% |
| 7D | -3.5% | +2.7% | -6.2% | -3.5% |
| 30D | -3.3% | +4.6% | -7.9% | -3.4% |
| 3M | -2.8% | -34.5% | +31.6% | -2.6% |
| 6M | -5.8% | +59.3% | -65.0% | -6.6% |
| YTD | +9.4% | +46.4% | -37.0% | +8.4% |
| 1Y | +5.7% | +96.6% | -90.9% | +4.0% |
| 3Y | +27.2% | +182.0% | -154.7% | +23.4% |
| 5Y | +17.2% | -38.2% | +55.4% | +13.6% |
| All | +19.5% | +280.1% | -260.6% | +16.3% |
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