+18.0%
EXE vs KEEL
+197.5%
-179.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -2.2% |
| 7D | -3.1% | +2.9% | -6.0% | -3.2% |
| 30D | -0.9% | +0.8% | -1.8% | -1.0% |
| 3M | +9.6% | -35.3% | +44.9% | +10.2% |
| 6M | -11.6% | +59.4% | -71.0% | -13.4% |
| YTD | -12.6% | +51.9% | -64.5% | -14.5% |
| 1Y | +1.2% | +75.0% | -73.8% | -2.0% |
| 3Y | +18.0% | +224.5% | -206.5% | +9.0% |
| All | +18.0% | +197.5% | -179.5% | +9.0% |
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