+12.7%
EW vs KEEL
+197.5%
-184.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.8% | -6.5% | -2.8% |
| 7D | -6.2% | +2.9% | -9.0% | -6.2% |
| 30D | -9.3% | +0.8% | -10.2% | -9.4% |
| 3M | -1.6% | -35.3% | +33.7% | -0.9% |
| 6M | -0.8% | +59.4% | -60.2% | -3.2% |
| YTD | -1.0% | +51.9% | -52.9% | -3.5% |
| 1Y | +8.2% | +75.0% | -66.8% | +3.0% |
| 3Y | +12.7% | +224.5% | -211.9% | -2.6% |
| All | +12.7% | +197.5% | -184.8% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling