+280.1%
KEEL vs EAT
+483.7%
-203.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | +2.7% | -6.2% | +8.9% | +4.7% |
| 30D | +4.6% | -3.0% | +7.6% | +5.4% |
| 3M | -34.5% | +45.6% | -80.1% | -42.6% |
| 6M | +59.3% | +53.5% | +5.7% | +36.5% |
| YTD | +46.4% | +49.6% | -3.2% | +26.8% |
| 1Y | +96.6% | +38.9% | +57.7% | +72.0% |
| 3Y | +182.0% | +589.7% | -407.7% | +52.4% |
| 5Y | -38.2% | +318.7% | -356.9% | -64.1% |
| All | +280.1% | +483.7% | -203.6% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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