+115.4%
ALL vs KEEL
-41.3%
+156.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.7% |
| 7D | -4.3% | +2.7% | -7.0% | -4.3% |
| 30D | -3.6% | +4.6% | -8.1% | -3.6% |
| 3M | +13.2% | -34.5% | +47.7% | +13.4% |
| 6M | +22.5% | +59.3% | -36.8% | +21.2% |
| YTD | +22.7% | +46.4% | -23.7% | +21.4% |
| 1Y | +28.3% | +96.6% | -68.3% | +25.3% |
| 3Y | +152.0% | +182.0% | -29.9% | +138.3% |
| 5Y | +115.4% | -38.2% | +153.7% | +102.2% |
| All | +115.4% | -41.3% | +156.7% | +102.2% |
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