+1.1%
UL vs KEEL
-45.0%
+46.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +3.1% |
| 7D | +4.7% | -13.6% | +18.2% | +4.2% |
| 30D | +11.6% | -39.1% | +50.7% | +9.9% |
| 3M | +5.3% | -48.9% | +54.2% | +3.4% |
| 6M | +16.0% | -35.4% | +51.4% | +12.9% |
| YTD | +5.0% | -10.6% | +15.6% | +2.0% |
| 1Y | +1.1% | -45.3% | +46.4% | -1.1% |
| All | +1.1% | -45.0% | +46.1% | -1.1% |
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