+174.8%
EXE vs KEEL
+4.7%
+170.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -2.7% | +19.3% | -22.0% | -3.3% |
| 30D | -0.4% | +9.1% | -9.5% | -0.8% |
| 3M | +9.5% | -31.5% | +41.0% | +10.4% |
| 6M | -9.3% | +75.8% | -85.2% | -12.6% |
| YTD | -10.9% | +57.9% | -68.8% | -14.2% |
| 1Y | +4.3% | +133.3% | -129.0% | -2.4% |
| 3Y | +18.8% | +204.1% | -185.3% | +4.7% |
| 5Y | +101.4% | -37.5% | +139.0% | +80.3% |
| All | +174.8% | +4.7% | +170.1% | +135.3% |
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