+20.1%
EIX vs KEEL
-34.6%
+54.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.4% |
| 7D | -1.4% | +2.9% | -4.2% | -1.5% |
| 30D | -19.3% | +0.8% | -20.2% | -19.4% |
| 3M | -21.7% | -35.3% | +13.7% | -21.0% |
| 6M | -19.8% | +59.4% | -79.2% | -21.9% |
| YTD | -3.0% | +51.9% | -55.0% | -5.8% |
| 1Y | +5.1% | +75.0% | -69.9% | +0.6% |
| 3Y | -7.0% | +224.5% | -231.5% | -15.4% |
| All | +20.1% | -34.6% | +54.7% | +9.7% |
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