+52.7%
EFA vs KEEL
-34.6%
+87.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.7% |
| 7D | -1.5% | +2.9% | -4.4% | -1.7% |
| 30D | -1.7% | +0.8% | -2.5% | -2.0% |
| 3M | +3.5% | -35.3% | +38.8% | +5.4% |
| 6M | +9.5% | +59.4% | -49.9% | +4.4% |
| YTD | +12.9% | +51.9% | -39.0% | +7.3% |
| 1Y | +18.2% | +75.0% | -56.8% | +9.3% |
| 3Y | +64.8% | +224.5% | -159.7% | +36.5% |
| All | +52.7% | -34.6% | +87.3% | +33.7% |
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 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