-45.3%
KEEL vs ED
+27.1%
-72.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | +1.6% |
| 7D | -13.6% | +5.4% | -19.0% | -3.7% |
| 30D | -39.1% | +16.4% | -55.5% | -18.2% |
| 3M | -48.9% | +11.9% | -60.8% | -36.2% |
| 6M | -35.4% | +11.6% | -46.9% | -16.8% |
| YTD | -10.6% | +24.1% | -34.7% | +33.2% |
| 1Y | -45.3% | +26.9% | -72.2% | -16.7% |
| All | -45.3% | +27.1% | -72.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling