+42.8%
SO vs KEEL
+186.7%
-143.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.7% |
| 7D | -1.1% | +2.7% | -3.8% | -1.1% |
| 30D | -3.7% | +4.6% | -8.3% | -3.7% |
| 3M | -5.9% | -34.5% | +28.6% | -6.0% |
| 6M | -7.3% | +59.3% | -66.6% | -7.3% |
| YTD | +3.1% | +46.4% | -43.3% | +3.2% |
| 1Y | -1.0% | +96.6% | -97.6% | -0.5% |
| All | +42.8% | +186.7% | -143.8% | +39.2% |
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