+294.5%
KEEL vs ACWI
+156.2%
+138.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +1.9% |
| 7D | +2.9% | -1.0% | +3.9% | +5.1% |
| 30D | +0.8% | -0.9% | +1.7% | +3.2% |
| 3M | -35.3% | +3.5% | -38.8% | -38.4% |
| 6M | +59.4% | +12.8% | +46.5% | +32.7% |
| YTD | +51.9% | +14.0% | +37.9% | +27.1% |
| 1Y | +75.0% | +19.2% | +55.8% | +37.8% |
| 3Y | +224.5% | +75.1% | +149.4% | +48.0% |
| 5Y | -35.9% | +68.6% | -104.5% | -66.3% |
| All | +294.5% | +156.2% | +138.3% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling