+52.4%
ECL vs KEEL
+186.7%
-134.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | -0.1% |
| 7D | -2.6% | +2.7% | -5.3% | -2.7% |
| 30D | -4.6% | +4.6% | -9.1% | -4.7% |
| 3M | +6.0% | -34.5% | +40.4% | +6.6% |
| 6M | -3.0% | +59.3% | -62.2% | -5.0% |
| YTD | +4.0% | +46.4% | -42.4% | +1.8% |
| 1Y | +2.0% | +96.6% | -94.6% | -1.5% |
| All | +52.4% | +186.7% | -134.2% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling