+131.2%
FITB vs KEEL
+197.5%
-66.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.3% |
| 7D | -0.3% | +2.9% | -3.2% | -0.5% |
| 30D | -5.7% | +0.8% | -6.5% | -6.0% |
| 3M | +3.2% | -35.3% | +38.5% | +5.1% |
| 6M | +23.4% | +59.4% | -36.0% | +16.3% |
| YTD | +18.8% | +51.9% | -33.1% | +11.5% |
| 1Y | +25.0% | +75.0% | -50.0% | +13.3% |
| 3Y | +131.2% | +224.5% | -93.3% | +78.8% |
| All | +131.2% | +197.5% | -66.3% | +78.8% |
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 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