+309.9%
KEEL vs BBWI
+31.5%
+278.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +1.4% |
| 7D | +19.3% | -4.4% | +23.7% | +20.8% |
| 30D | +9.1% | -7.4% | +16.5% | +10.1% |
| 3M | -31.5% | -2.2% | -29.3% | -32.4% |
| 6M | +75.8% | -16.3% | +92.1% | +80.6% |
| YTD | +57.9% | -9.1% | +67.0% | +57.7% |
| 1Y | +133.3% | -34.5% | +167.9% | +153.4% |
| 3Y | +204.1% | -47.0% | +251.1% | +242.5% |
| 5Y | -37.5% | -68.8% | +31.3% | -22.2% |
| All | +309.9% | +31.5% | +278.4% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling