+122.2%
GLD vs KEEL
+186.7%
-64.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.5% | -1.5% |
| 7D | -3.4% | +2.7% | -6.1% | -3.5% |
| 30D | -1.1% | +4.6% | -5.7% | -1.4% |
| 3M | +5.8% | -34.5% | +40.3% | +6.9% |
| 6M | -17.1% | +59.3% | -76.3% | -18.8% |
| YTD | 0.0% | +46.4% | -46.4% | -2.2% |
| 1Y | +18.2% | +96.6% | -78.3% | +14.9% |
| All | +122.2% | +186.7% | -64.5% | +114.7% |
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