+123.3%
UAL vs KEEL
+186.7%
-63.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +0.6% |
| 7D | -2.0% | +2.7% | -4.7% | -2.6% |
| 30D | -15.7% | +4.6% | -20.3% | -17.0% |
| 3M | +3.6% | -34.5% | +38.1% | +8.3% |
| 6M | +16.9% | +59.3% | -42.4% | +3.1% |
| YTD | -4.8% | +46.4% | -51.1% | -16.0% |
| 1Y | -0.9% | +96.6% | -97.5% | -20.2% |
| All | +123.3% | +186.7% | -63.4% | +49.7% |
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