+0.4%
UAL vs KEEL
+89.9%
-89.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.6% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | -12.2% | +0.8% | -13.1% | -12.8% |
| 3M | -2.5% | -35.3% | +32.8% | +1.6% |
| 6M | +21.1% | +59.4% | -38.3% | +7.5% |
| YTD | -1.8% | +51.9% | -53.7% | -13.7% |
| 1Y | +0.4% | +75.0% | -74.6% | -9.2% |
| All | +0.4% | +89.9% | -89.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling