-37.8%
U vs KEEL
+1,274.1%
-1,311.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.4% | +19.3% | -14.9% | +0.4% |
| 30D | -1.3% | +9.1% | -10.4% | -4.2% |
| 3M | +49.6% | -31.5% | +81.1% | +56.6% |
| 6M | +100.2% | +75.8% | +24.4% | +64.8% |
| YTD | -3.7% | +57.9% | -61.6% | -19.6% |
| 1Y | -6.5% | +133.3% | -139.8% | -32.2% |
| 3Y | +12.9% | +204.1% | -191.2% | -33.7% |
| 5Y | -68.3% | -37.5% | -30.7% | -78.5% |
| All | -37.8% | +1,274.1% | -1,311.8% | -75.2% |
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 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