+37.6%
ITW vs KEEL
-34.6%
+72.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +1.0% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | -8.3% | +0.8% | -9.2% | -8.5% |
| 3M | +6.0% | -35.3% | +41.4% | +7.4% |
| 6M | 0.0% | +59.4% | -59.4% | -3.9% |
| YTD | +10.2% | +51.9% | -41.7% | +5.6% |
| 1Y | +3.2% | +75.0% | -71.8% | -3.7% |
| 3Y | +21.0% | +224.5% | -203.6% | +2.1% |
| All | +37.6% | -34.6% | +72.2% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling