+15.6%
U vs KEEL
+197.5%
-181.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.7% | +3.7% |
| 7D | +5.5% | +2.9% | +2.6% | +4.9% |
| 30D | -1.3% | +0.8% | -2.1% | -2.5% |
| 3M | +64.6% | -35.3% | +99.9% | +74.2% |
| 6M | +119.4% | +59.4% | +60.0% | +84.5% |
| YTD | -0.5% | +51.9% | -52.4% | -16.4% |
| 1Y | +1.3% | +75.0% | -73.7% | -21.5% |
| 3Y | +15.6% | +224.5% | -208.9% | -34.1% |
| All | +15.6% | +197.5% | -181.9% | -34.1% |
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 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