-22.2%
ON vs KEEL
+197.5%
-219.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.8% | +4.7% | +7.8% |
| 7D | +2.4% | +2.9% | -0.5% | +1.7% |
| 30D | -8.6% | +0.8% | -9.5% | -9.3% |
| 3M | -34.3% | -35.3% | +1.0% | -30.5% |
| 6M | +28.5% | +59.4% | -30.8% | +16.3% |
| YTD | +40.6% | +51.9% | -11.3% | +26.1% |
| 1Y | +55.3% | +75.0% | -19.7% | +29.9% |
| 3Y | -22.2% | +224.5% | -246.7% | -49.9% |
| All | -22.2% | +197.5% | -219.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling