+179.3%
GLD vs KEEL
+294.5%
-115.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.5% |
| 7D | -2.0% | +2.9% | -4.8% | -2.0% |
| 30D | -1.5% | +0.8% | -2.4% | -1.6% |
| 3M | +3.2% | -35.3% | +38.5% | +3.7% |
| 6M | -16.3% | +59.4% | -75.6% | -17.2% |
| YTD | +0.6% | +51.9% | -51.3% | -0.5% |
| 1Y | +19.1% | +75.0% | -55.9% | +17.4% |
| 3Y | +123.5% | +224.5% | -101.0% | +117.0% |
| 5Y | +138.5% | -35.9% | +174.4% | +131.8% |
| All | +179.3% | +294.5% | -115.2% | +160.5% |
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