+304.7%
ON vs KEEL
+309.9%
-5.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -1.9% | +19.3% | -21.2% | -4.0% |
| 30D | -11.0% | +9.1% | -20.1% | -12.3% |
| 3M | -39.3% | -31.5% | -7.8% | -37.3% |
| 6M | +19.8% | +75.8% | -56.0% | +10.6% |
| YTD | +31.1% | +57.9% | -26.8% | +21.0% |
| 1Y | +46.0% | +133.3% | -87.3% | +25.8% |
| 3Y | -27.5% | +204.1% | -231.6% | -43.4% |
| 5Y | +56.9% | -37.5% | +94.4% | +28.1% |
| All | +304.7% | +309.9% | -5.3% | +196.7% |
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