+30.5%
UAL vs KEEL
+312.2%
-281.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.5% | -10.3% | -3.6% |
| 7D | +3.4% | +21.5% | -18.1% | +1.4% |
| 30D | -16.5% | -3.9% | -12.6% | -16.5% |
| 3M | +2.8% | -34.1% | +36.9% | +5.6% |
| 6M | +17.6% | +82.8% | -65.3% | +8.4% |
| YTD | -3.2% | +58.7% | -61.9% | -10.2% |
| 1Y | +0.4% | +191.4% | -191.0% | -13.8% |
| 3Y | +128.2% | +205.7% | -77.6% | +85.6% |
| 5Y | +137.7% | -37.0% | +174.7% | +98.4% |
| All | +30.5% | +312.2% | -281.7% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling