+131.9%
ENB vs KEEL
+309.9%
-178.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -0.3% | +19.3% | -19.6% | -0.6% |
| 30D | -1.1% | +9.1% | -10.2% | -1.3% |
| 3M | -8.5% | -31.5% | +23.1% | -8.1% |
| 6M | -4.5% | +75.8% | -80.4% | -6.0% |
| YTD | +9.1% | +57.9% | -48.8% | +7.5% |
| 1Y | +8.0% | +133.3% | -125.4% | +5.0% |
| 3Y | +77.8% | +204.1% | -126.3% | +69.0% |
| 5Y | +69.4% | -37.5% | +106.9% | +60.4% |
| All | +131.9% | +309.9% | -178.0% | +117.3% |
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