+12.9%
EIX vs KEEL
+312.2%
-299.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.5% | -3.0% | +4.4% |
| 7D | +0.9% | +21.5% | -20.6% | +0.7% |
| 30D | -13.5% | -3.9% | -9.7% | -13.5% |
| 3M | -15.3% | -34.1% | +18.8% | -15.0% |
| 6M | -15.3% | +82.8% | -98.2% | -16.3% |
| YTD | +2.7% | +58.7% | -56.0% | +1.6% |
| 1Y | +17.4% | +191.4% | -174.0% | +14.8% |
| 3Y | -1.3% | +205.7% | -207.1% | -4.1% |
| 5Y | +27.2% | -37.0% | +64.2% | +22.8% |
| All | +12.9% | +312.2% | -299.2% | +16.9% |
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