-4.6%
IEF vs KEEL
+294.5%
-299.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.3% |
| 30D | -1.7% | +0.8% | -2.6% | -1.8% |
| 3M | -2.5% | -35.3% | +32.8% | -2.5% |
| 6M | -3.3% | +59.4% | -62.6% | -3.3% |
| YTD | -2.8% | +51.9% | -54.7% | -2.9% |
| 1Y | -2.7% | +75.0% | -77.7% | -2.9% |
| 3Y | +8.9% | +224.5% | -215.6% | +8.6% |
| 5Y | -9.4% | -35.9% | +26.5% | -9.9% |
| All | -4.6% | +294.5% | -299.1% | -3.4% |
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