+7.2%
SYK vs KEEL
-34.6%
+41.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.9% |
| 7D | -9.1% | +2.9% | -12.0% | -9.3% |
| 30D | -20.6% | +0.8% | -21.5% | -20.9% |
| 3M | -9.6% | -35.3% | +25.7% | -8.5% |
| 6M | -19.9% | +59.4% | -79.3% | -23.6% |
| YTD | -21.2% | +51.9% | -73.1% | -25.2% |
| 1Y | -28.4% | +75.0% | -103.4% | -34.1% |
| 3Y | -5.3% | +224.5% | -229.9% | -23.4% |
| All | +7.2% | -34.6% | +41.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling