+663.2%
GE vs KEEL
+294.5%
+368.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -3.9% | -0.3% |
| 7D | -4.0% | +2.9% | -6.9% | -4.1% |
| 30D | -11.4% | +0.8% | -12.3% | -11.6% |
| 3M | -2.6% | -35.3% | +32.7% | -1.5% |
| 6M | -0.3% | +59.4% | -59.7% | -3.1% |
| YTD | +5.4% | +51.9% | -46.6% | +2.3% |
| 1Y | +15.5% | +75.0% | -59.5% | +10.8% |
| 3Y | +260.8% | +224.5% | +36.2% | +230.9% |
| 5Y | +421.6% | -35.9% | +457.6% | +379.1% |
| All | +663.2% | +294.5% | +368.7% | +604.9% |
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