+183.5%
B vs KEEL
+294.5%
-111.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.3% |
| 7D | -2.4% | +2.9% | -5.3% | -2.5% |
| 30D | +6.3% | +0.8% | +5.5% | +6.2% |
| 3M | +12.1% | -35.3% | +47.5% | +13.6% |
| 6M | -3.1% | +59.4% | -62.5% | -5.5% |
| YTD | +2.0% | +51.9% | -50.0% | -0.7% |
| 1Y | +51.7% | +75.0% | -23.3% | +46.2% |
| 3Y | +190.5% | +224.5% | -34.0% | +168.2% |
| 5Y | +158.0% | -35.9% | +193.9% | +138.8% |
| All | +183.5% | +294.5% | -111.0% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling