+41.0%
EWZ vs KEEL
+283.4%
-242.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.9% |
| 7D | +6.5% | +7.8% | -1.3% | +6.1% |
| 30D | +4.8% | -11.7% | +16.6% | +5.2% |
| 3M | +9.9% | -41.5% | +51.4% | +11.9% |
| 6M | +1.9% | +54.9% | -53.0% | -1.3% |
| YTD | +20.3% | +47.7% | -27.4% | +16.3% |
| 1Y | +35.6% | +177.6% | -142.0% | +25.7% |
| 3Y | +43.4% | +164.9% | -121.4% | +28.7% |
| 5Y | +55.9% | -45.9% | +101.8% | +42.2% |
| All | +41.0% | +283.4% | -242.4% | +16.2% |
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