+102.0%
SO vs KEEL
+312.2%
-210.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +1.0% |
| 7D | +1.0% | +21.5% | -20.5% | +1.0% |
| 30D | -3.2% | -3.9% | +0.7% | -3.2% |
| 3M | -1.7% | -34.1% | +32.4% | -1.6% |
| 6M | -7.2% | +82.8% | -90.0% | -7.6% |
| YTD | +4.6% | +58.7% | -54.2% | +4.2% |
| 1Y | +1.2% | +191.4% | -190.2% | +0.4% |
| 3Y | +45.3% | +205.7% | -160.5% | +43.1% |
| 5Y | +58.7% | -37.0% | +95.7% | +56.8% |
| All | +102.0% | +312.2% | -210.2% | +88.8% |
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 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