+111.1%
IEFA vs KEEL
+294.5%
-183.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.9% |
| 7D | -1.6% | +2.9% | -4.4% | -1.7% |
| 30D | -1.5% | +0.8% | -2.3% | -1.7% |
| 3M | +3.4% | -35.3% | +38.7% | +4.5% |
| 6M | +9.5% | +59.4% | -49.9% | +6.6% |
| YTD | +13.0% | +51.9% | -38.9% | +9.9% |
| 1Y | +18.0% | +75.0% | -57.0% | +13.2% |
| 3Y | +65.4% | +224.5% | -159.2% | +51.2% |
| 5Y | +51.6% | -35.9% | +87.5% | +39.6% |
| All | +111.1% | +294.5% | -183.4% | +87.4% |
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