+43.6%
EWZ vs KEEL
+280.1%
-236.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.6% |
| 7D | +1.1% | +2.7% | -1.6% | +1.0% |
| 30D | +13.5% | +4.6% | +8.9% | +13.0% |
| 3M | +15.2% | -34.5% | +49.7% | +16.7% |
| 6M | +3.7% | +59.3% | -55.5% | +0.3% |
| YTD | +22.5% | +46.4% | -23.9% | +18.4% |
| 1Y | +35.3% | +96.6% | -61.3% | +27.5% |
| 3Y | +50.2% | +182.0% | -131.8% | +34.4% |
| 5Y | +64.6% | -38.2% | +102.8% | +49.5% |
| All | +43.6% | +280.1% | -236.5% | +18.4% |
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 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