+17.9%
EW vs KEEL
+309.9%
-292.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -5.1% | +19.3% | -24.4% | -5.8% |
| 30D | -6.4% | +9.1% | -15.5% | -6.8% |
| 3M | -1.6% | -31.5% | +30.0% | -0.8% |
| 6M | +2.3% | +75.8% | -73.6% | -1.1% |
| YTD | +1.1% | +57.9% | -56.8% | -2.2% |
| 1Y | +8.0% | +133.3% | -125.3% | +1.3% |
| 3Y | +16.3% | +204.1% | -187.7% | +4.0% |
| 5Y | -29.4% | -37.5% | +8.1% | -36.3% |
| All | +17.9% | +309.9% | -292.1% | +1.1% |
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