+41.8%
ECL vs KEEL
+309.9%
-268.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -2.7% | +19.3% | -22.0% | -3.2% |
| 30D | -4.3% | +9.1% | -13.4% | -4.6% |
| 3M | +3.2% | -31.5% | +34.8% | +3.8% |
| 6M | -2.9% | +75.8% | -78.7% | -5.3% |
| YTD | +4.3% | +57.9% | -53.6% | +1.7% |
| 1Y | +1.6% | +133.3% | -131.7% | -2.6% |
| 3Y | +54.3% | +204.1% | -149.8% | +42.8% |
| 5Y | +26.5% | -37.5% | +64.0% | +17.1% |
| All | +41.8% | +309.9% | -268.2% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling