+113.3%
IWM vs KEEL
+309.9%
-196.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -1.1% | +19.3% | -20.4% | -2.3% |
| 30D | -3.1% | +9.1% | -12.2% | -3.9% |
| 3M | +2.2% | -31.5% | +33.8% | +3.8% |
| 6M | +15.1% | +75.8% | -60.8% | +9.1% |
| YTD | +18.6% | +57.9% | -39.3% | +12.6% |
| 1Y | +24.0% | +133.3% | -109.3% | +13.3% |
| 3Y | +63.7% | +204.1% | -140.4% | +41.6% |
| 5Y | +38.2% | -37.5% | +75.7% | +21.3% |
| All | +113.3% | +309.9% | -196.6% | +74.9% |
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 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