-25.7%
GIS vs KEEL
-34.6%
+8.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.2% |
| 7D | -6.4% | +2.9% | -9.3% | -6.3% |
| 30D | -6.1% | +0.8% | -7.0% | -6.0% |
| 3M | +7.8% | -35.3% | +43.2% | +7.4% |
| 6M | -8.8% | +59.4% | -68.2% | -7.6% |
| YTD | -19.1% | +51.9% | -71.0% | -17.9% |
| 1Y | -24.8% | +75.0% | -99.8% | -23.4% |
| 3Y | -37.6% | +224.5% | -262.1% | -35.9% |
| All | -25.7% | -34.6% | +8.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling