+22.9%
ITW vs KEEL
-45.0%
+67.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.3% |
| 7D | +6.3% | -13.6% | +19.9% | +6.2% |
| 30D | +11.1% | -39.1% | +50.2% | +10.8% |
| 3M | +0.1% | -48.9% | +49.0% | -0.3% |
| 6M | +18.1% | -35.4% | +53.5% | +16.8% |
| YTD | +21.4% | -10.6% | +32.0% | +18.9% |
| 1Y | +22.9% | -45.3% | +68.2% | +18.6% |
| All | +22.9% | -45.0% | +67.8% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling