-0.5%
UNH vs KEEL
-34.6%
+34.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.1% | -2.5% |
| 7D | -4.5% | +2.9% | -7.4% | -4.6% |
| 30D | -6.5% | +0.8% | -7.4% | -6.6% |
| 3M | -6.0% | -35.3% | +29.3% | -5.3% |
| 6M | +33.7% | +59.4% | -25.7% | +30.9% |
| YTD | +16.4% | +51.9% | -35.5% | +13.8% |
| 1Y | +10.1% | +75.0% | -64.9% | +6.7% |
| 3Y | -16.3% | +224.5% | -240.9% | -21.7% |
| All | -0.5% | -34.6% | +34.1% | -1.8% |
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