+156.7%
B vs KEEL
-41.3%
+198.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.7% | -2.0% |
| 7D | -5.0% | +2.7% | -7.7% | -5.3% |
| 30D | +8.7% | +4.6% | +4.2% | +8.1% |
| 3M | +17.3% | -34.5% | +51.8% | +19.9% |
| 6M | -5.0% | +59.3% | -64.3% | -9.1% |
| YTD | +1.4% | +46.4% | -44.9% | -2.8% |
| 1Y | +50.5% | +96.6% | -46.1% | +40.3% |
| 3Y | +194.4% | +182.0% | +12.4% | +156.1% |
| 5Y | +156.7% | -38.2% | +194.9% | +120.1% |
| All | +156.7% | -41.3% | +198.0% | +120.1% |
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