+260.8%
GE vs KEEL
+197.5%
+63.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -3.9% | -0.4% |
| 7D | -4.0% | +2.9% | -6.9% | -4.2% |
| 30D | -11.4% | +0.8% | -12.3% | -11.8% |
| 3M | -2.6% | -35.3% | +32.7% | -0.6% |
| 6M | -0.3% | +59.4% | -59.7% | -5.7% |
| YTD | +5.4% | +51.9% | -46.6% | -0.6% |
| 1Y | +15.5% | +75.0% | -59.5% | +6.2% |
| 3Y | +260.8% | +224.5% | +36.2% | +208.0% |
| All | +260.8% | +197.5% | +63.3% | +208.0% |
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