+224.5%
KEEL vs BBWI
-45.3%
+269.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.4% | -2.6% | +1.4% |
| 7D | +2.9% | -4.8% | +7.7% | +4.6% |
| 30D | +0.8% | +3.5% | -2.6% | -2.3% |
| 3M | -35.3% | -0.3% | -35.0% | -36.8% |
| 6M | +59.4% | -5.4% | +64.7% | +57.0% |
| YTD | +51.9% | -4.7% | +56.6% | +48.5% |
| 1Y | +75.0% | -30.5% | +105.5% | +92.1% |
| 3Y | +224.5% | -44.3% | +268.9% | +284.7% |
| All | +224.5% | -45.3% | +269.8% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling