+73.1%
IVV vs KEEL
-78.9%
+152.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | 0.0% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | -2.0% | -27.1% | +25.1% | -0.1% |
| 3M | -2.8% | -43.8% | +41.0% | +0.7% |
| 6M | +2.2% | -55.2% | +57.3% | +6.3% |
| YTD | +11.5% | -20.9% | +32.4% | +9.3% |
| 1Y | +13.5% | -28.5% | +42.0% | +11.7% |
| 3Y | +78.1% | +66.1% | +12.0% | +47.8% |
| All | +73.1% | -78.9% | +152.0% | +64.0% |
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