+133.5%
C vs KEEL
-34.6%
+168.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | -0.1% |
| 7D | +0.8% | +2.9% | -2.1% | +0.5% |
| 30D | +0.9% | +0.8% | +0.1% | +0.4% |
| 3M | +1.1% | -35.3% | +36.4% | +3.9% |
| 6M | +28.4% | +59.4% | -31.0% | +19.5% |
| YTD | +20.8% | +51.9% | -31.2% | +12.0% |
| 1Y | +43.4% | +75.0% | -31.6% | +28.3% |
| 3Y | +274.9% | +224.5% | +50.3% | +192.0% |
| All | +133.5% | -34.6% | +168.1% | +89.1% |
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