+632.4%
GEV vs KEEL
+60.8%
+571.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +2.9% |
| 7D | +1.6% | +2.9% | -1.3% | +1.1% |
| 30D | -7.9% | +0.8% | -8.8% | -8.5% |
| 3M | +5.6% | -35.3% | +40.9% | +11.9% |
| 6M | +13.1% | +59.4% | -46.3% | +0.6% |
| YTD | +46.7% | +51.9% | -5.2% | +29.8% |
| 1Y | +51.3% | +75.0% | -23.7% | +24.2% |
| All | +632.4% | +60.8% | +571.6% | +462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling