+20.3%
UL vs KEEL
+197.5%
-177.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | +0.7% |
| 7D | -3.4% | +2.9% | -6.3% | -3.4% |
| 30D | +0.5% | +0.8% | -0.4% | +0.5% |
| 3M | +7.2% | -35.3% | +42.6% | +7.3% |
| 6M | -3.1% | +59.4% | -62.4% | -3.7% |
| YTD | -2.7% | +51.9% | -54.6% | -3.4% |
| 1Y | -10.2% | +75.0% | -85.2% | -11.2% |
| 3Y | +20.3% | +224.5% | -204.3% | +15.6% |
| All | +20.3% | +197.5% | -177.2% | +15.6% |
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 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