+32.4%
UAL vs KEEL
+294.5%
-262.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.8% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | -12.2% | +0.8% | -13.1% | -12.6% |
| 3M | -2.5% | -35.3% | +32.8% | +0.3% |
| 6M | +21.1% | +59.4% | -38.3% | +13.1% |
| YTD | -1.8% | +51.9% | -53.7% | -8.5% |
| 1Y | +0.4% | +75.0% | -74.6% | -9.3% |
| 3Y | +130.3% | +224.5% | -94.3% | +86.8% |
| 5Y | +147.7% | -35.9% | +183.6% | +107.2% |
| All | +32.4% | +294.5% | -262.1% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling