-73.1%
SMR vs KEEL
+169.0%
-242.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -2.3% |
| 7D | +4.4% | +7.8% | -3.4% | +0.4% |
| 30D | +3.4% | -11.7% | +15.1% | +7.8% |
| 3M | -19.2% | -41.5% | +22.3% | +1.1% |
| 6M | -22.6% | +54.9% | -77.6% | -41.9% |
| YTD | -31.5% | +47.7% | -79.2% | -48.2% |
| 1Y | -73.1% | +177.6% | -250.7% | -77.1% |
| All | -73.1% | +169.0% | -242.1% | -77.1% |
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