+44.7%
EWZ vs KEEL
+209.2%
-164.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.1% | +19.3% | -19.3% | -1.2% |
| 30D | +8.2% | +9.1% | -0.9% | +7.3% |
| 3M | +13.3% | -31.5% | +44.9% | +14.9% |
| 6M | +3.6% | +75.8% | -72.2% | -1.6% |
| YTD | +21.0% | +57.9% | -36.9% | +15.0% |
| 1Y | +34.7% | +133.3% | -98.7% | +22.8% |
| All | +44.7% | +209.2% | -164.4% | +19.6% |
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