+313.4%
EWY vs KEEL
+294.5%
+18.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.5% | +3.0% |
| 7D | -0.1% | +2.9% | -3.0% | -0.3% |
| 30D | +7.3% | +0.8% | +6.5% | +7.1% |
| 3M | -5.1% | -35.3% | +30.2% | -2.7% |
| 6M | +42.1% | +59.4% | -17.3% | +38.1% |
| YTD | +94.1% | +51.9% | +42.2% | +88.4% |
| 1Y | +147.8% | +75.0% | +72.8% | +136.1% |
| 3Y | +222.9% | +224.5% | -1.6% | +187.8% |
| 5Y | +150.6% | -35.9% | +186.5% | +125.5% |
| All | +313.4% | +294.5% | +18.9% | +253.4% |
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 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