+196.5%
IVV vs KEEL
+283.4%
-86.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.6% |
| 7D | +0.1% | +7.8% | -7.6% | -0.2% |
| 30D | +0.1% | -11.7% | +11.8% | +0.4% |
| 3M | +2.0% | -41.5% | +43.5% | +3.7% |
| 6M | +13.0% | +54.9% | -41.9% | +9.5% |
| YTD | +13.6% | +47.7% | -34.1% | +9.9% |
| 1Y | +20.1% | +177.6% | -157.5% | +11.6% |
| 3Y | +77.6% | +164.9% | -87.3% | +60.3% |
| 5Y | +82.5% | -45.9% | +128.3% | +65.8% |
| All | +196.5% | +283.4% | -86.9% | +153.2% |
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