+141.6%
UAL vs KEEL
-36.7%
+178.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.1% | +19.3% | -20.4% | -4.1% |
| 30D | -13.4% | +9.1% | -22.6% | -15.3% |
| 3M | -2.3% | -31.5% | +29.3% | +1.6% |
| 6M | +13.3% | +75.8% | -62.5% | -1.6% |
| YTD | -4.2% | +57.9% | -62.1% | -16.4% |
| 1Y | +1.4% | +133.3% | -131.9% | -20.7% |
| 3Y | +125.8% | +204.1% | -78.3% | +47.2% |
| All | +141.6% | -36.7% | +178.3% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling