+20.0%
EWZ vs KEEL
+105.5%
-85.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.6% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -24.4% | -27.1% | +2.7% | -23.5% |
| 3M | -4.6% | -43.8% | +39.2% | -2.6% |
| 6M | -11.6% | -55.2% | +43.6% | -9.4% |
| YTD | +2.4% | -20.9% | +23.2% | +1.3% |
| 1Y | +2.1% | -28.5% | +30.5% | +1.3% |
| 3Y | +18.7% | +66.1% | -47.4% | +8.6% |
| 5Y | +54.2% | -78.3% | +132.5% | +45.7% |
| All | +20.0% | +105.5% | -85.5% | +1.3% |
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