+1,437.9%
FLEX vs KEEL
+294.5%
+1,143.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.8% | +3.4% | +6.8% |
| 7D | +5.7% | +2.9% | +2.8% | +5.4% |
| 30D | -7.0% | +0.8% | -7.9% | -7.2% |
| 3M | -23.8% | -35.3% | +11.5% | -20.9% |
| 6M | +82.6% | +59.4% | +23.3% | +74.4% |
| YTD | +91.6% | +51.9% | +39.7% | +82.6% |
| 1Y | +100.6% | +75.0% | +25.6% | +86.2% |
| 3Y | +479.8% | +224.5% | +255.2% | +386.8% |
| 5Y | +746.5% | -35.9% | +782.4% | +635.6% |
| All | +1,437.9% | +294.5% | +1,143.5% | +931.3% |
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 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