+45.6%
EXC vs KEEL
-41.3%
+86.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.7% |
| 7D | -1.6% | +2.7% | -4.3% | -1.6% |
| 30D | -2.4% | +4.6% | -6.9% | -2.4% |
| 3M | -4.0% | -34.5% | +30.5% | -3.8% |
| 6M | -9.8% | +59.3% | -69.0% | -10.4% |
| YTD | +2.3% | +46.4% | -44.1% | +1.5% |
| 1Y | +3.8% | +96.6% | -92.7% | +2.6% |
| 3Y | +19.7% | +182.0% | -162.2% | +15.9% |
| 5Y | +45.6% | -38.2% | +83.8% | +41.9% |
| All | +45.6% | -41.3% | +86.9% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling