+37.9%
IWM vs KEEL
-34.6%
+72.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | 0.0% |
| 7D | -2.4% | +2.9% | -5.3% | -2.8% |
| 30D | -4.6% | +0.8% | -5.4% | -5.1% |
| 3M | -0.3% | -35.3% | +35.0% | +2.9% |
| 6M | +14.7% | +59.4% | -44.6% | +5.5% |
| YTD | +17.8% | +51.9% | -34.1% | +7.8% |
| 1Y | +21.2% | +75.0% | -53.8% | +6.1% |
| 3Y | +62.3% | +224.5% | -162.2% | +19.7% |
| All | +37.9% | -34.6% | +72.6% | +12.9% |
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