+15.4%
EW vs KEEL
+294.5%
-279.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.8% | -6.5% | -2.9% |
| 7D | -6.2% | +2.9% | -9.0% | -6.3% |
| 30D | -9.3% | +0.8% | -10.2% | -9.5% |
| 3M | -1.6% | -35.3% | +33.7% | -0.7% |
| 6M | -0.8% | +59.4% | -60.2% | -3.8% |
| YTD | -1.0% | +51.9% | -52.9% | -4.2% |
| 1Y | +8.2% | +75.0% | -66.8% | +2.7% |
| 3Y | +12.7% | +224.5% | -211.9% | +0.4% |
| 5Y | -30.2% | -35.9% | +5.7% | -37.0% |
| All | +15.4% | +294.5% | -279.1% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling