+23.1%
ECL vs KEEL
-45.0%
+68.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | +3.3% |
| 7D | +7.7% | -13.6% | +21.3% | +7.7% |
| 30D | +13.7% | -39.1% | +52.8% | +13.5% |
| 3M | +11.6% | -48.9% | +60.5% | +11.4% |
| 6M | +23.9% | -35.4% | +59.3% | +21.9% |
| YTD | +21.0% | -10.6% | +31.6% | +17.4% |
| 1Y | +23.1% | -45.3% | +68.4% | +19.7% |
| All | +23.1% | -45.0% | +68.1% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling