-25.4%
KEEL vs COMP
-49.7%
+24.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | +19.3% | +0.8% | +18.4% | +18.8% |
| 30D | +9.1% | -13.9% | +23.0% | +15.2% |
| 3M | -31.5% | +30.7% | -62.3% | -40.5% |
| 6M | +75.8% | +18.7% | +57.2% | +55.6% |
| YTD | +57.9% | +1.0% | +56.8% | +47.3% |
| 1Y | +133.3% | +15.1% | +118.2% | +101.8% |
| 3Y | +204.1% | +219.8% | -15.7% | +41.9% |
| 5Y | -37.5% | -28.7% | -8.9% | -45.6% |
| All | -25.4% | -49.7% | +24.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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