+14.2%
UL vs KEEL
+280.1%
-265.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.3% | +5.9% | -1.3% |
| 7D | -4.1% | +2.7% | -6.7% | -4.1% |
| 30D | -1.2% | +4.6% | -5.7% | -1.3% |
| 3M | +6.0% | -34.5% | +40.5% | +6.2% |
| 6M | -5.5% | +59.3% | -64.7% | -6.4% |
| YTD | -3.3% | +46.4% | -49.7% | -4.3% |
| 1Y | -9.8% | +96.6% | -106.4% | -11.3% |
| 3Y | +20.1% | +182.0% | -161.8% | +16.1% |
| 5Y | +19.2% | -38.2% | +57.4% | +15.4% |
| All | +14.2% | +280.1% | -265.9% | +7.4% |
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