+154.0%
GM vs KEEL
+281.2%
-127.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | +0.7% | -1.7% | +2.4% | +0.5% |
| 3M | +7.2% | -38.3% | +45.4% | +9.2% |
| 6M | +20.9% | +54.0% | -33.1% | +15.8% |
| YTD | +7.9% | +46.8% | -38.9% | +3.1% |
| 1Y | +50.3% | +54.7% | -4.4% | +40.6% |
| 3Y | +166.9% | +197.4% | -30.6% | +128.0% |
| 5Y | +79.2% | -37.6% | +116.8% | +55.8% |
| All | +154.0% | +281.2% | -127.3% | +105.1% |
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 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