+179.6%
FITB vs KEEL
+294.5%
-114.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.4% |
| 7D | -0.3% | +2.9% | -3.2% | -0.4% |
| 30D | -5.7% | +0.8% | -6.5% | -5.9% |
| 3M | +3.2% | -35.3% | +38.5% | +4.5% |
| 6M | +23.4% | +59.4% | -36.0% | +18.8% |
| YTD | +18.8% | +51.9% | -33.1% | +14.0% |
| 1Y | +25.0% | +75.0% | -50.0% | +17.8% |
| 3Y | +131.2% | +224.5% | -93.3% | +104.1% |
| 5Y | +70.7% | -35.9% | +106.6% | +52.2% |
| All | +179.6% | +294.5% | -114.9% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling