+61.1%
ENB vs KEEL
-34.6%
+95.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.1% |
| 7D | -4.7% | +2.9% | -7.5% | -4.7% |
| 30D | -5.9% | +0.8% | -6.7% | -6.0% |
| 3M | -14.2% | -35.3% | +21.1% | -13.5% |
| 6M | -8.6% | +59.4% | -68.0% | -10.9% |
| YTD | +3.9% | +51.9% | -48.0% | +1.1% |
| 1Y | +1.8% | +75.0% | -73.2% | -2.6% |
| 3Y | +68.5% | +224.5% | -156.1% | +49.4% |
| All | +61.1% | -34.6% | +95.7% | +43.4% |
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