+116.5%
UAL vs KEEL
-78.9%
+195.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | +10.5% | -27.1% | +37.5% | +15.1% |
| 3M | -13.5% | -43.8% | +30.3% | -6.6% |
| 6M | +14.2% | -55.2% | +69.4% | +24.8% |
| YTD | -2.2% | -20.9% | +18.6% | -5.8% |
| 1Y | +12.5% | -28.5% | +41.0% | +9.2% |
| 3Y | +186.8% | +66.1% | +120.8% | +103.5% |
| All | +116.5% | -78.9% | +195.5% | +93.7% |
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 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