+29.8%
SNOW vs KEEL
+1,128.6%
-1,098.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.7% | +0.5% |
| 7D | -7.5% | +2.7% | -10.2% | -8.0% |
| 30D | -1.3% | +4.6% | -5.9% | -2.5% |
| 3M | +37.4% | -34.5% | +71.9% | +42.8% |
| 6M | +88.1% | +59.3% | +28.8% | +67.9% |
| YTD | +50.3% | +46.4% | +3.9% | +34.5% |
| 1Y | +46.0% | +96.6% | -50.6% | +20.2% |
| 3Y | +98.7% | +182.0% | -83.3% | +37.5% |
| 5Y | +3.5% | -38.2% | +41.8% | -23.0% |
| All | +29.8% | +1,128.6% | -1,098.7% | -26.3% |
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