+75.3%
EXC vs KEEL
+312.2%
-236.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.6% |
| 7D | +1.2% | +21.5% | -20.3% | +1.0% |
| 30D | -2.7% | -3.9% | +1.1% | -2.7% |
| 3M | -1.0% | -34.1% | +33.1% | -0.7% |
| 6M | -9.3% | +82.8% | -92.1% | -10.2% |
| YTD | +3.6% | +58.7% | -55.1% | +2.6% |
| 1Y | +5.9% | +191.4% | -185.5% | +3.7% |
| 3Y | +21.3% | +205.7% | -184.4% | +17.0% |
| 5Y | +46.2% | -37.0% | +83.2% | +41.9% |
| All | +75.3% | +312.2% | -236.8% | +58.1% |
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