-15.1%
SMR vs KEEL
+61.5%
-76.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.3% | +1.7% | -1.7% |
| 7D | +4.7% | +2.7% | +2.0% | +3.6% |
| 30D | +3.2% | +4.6% | -1.3% | -1.0% |
| 3M | +9.9% | -34.5% | +44.4% | +31.7% |
| 6M | -15.1% | +59.3% | -74.4% | -41.8% |
| All | -15.1% | +61.5% | -76.6% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling