+294.5%
KEEL vs ED
+57.3%
+237.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +3.7% |
| 7D | +2.9% | -0.8% | +3.7% | +2.6% |
| 30D | +0.8% | -0.4% | +1.3% | +0.8% |
| 3M | -35.3% | +0.5% | -35.8% | -35.0% |
| 6M | +59.4% | -3.1% | +62.5% | +59.4% |
| YTD | +51.9% | +9.8% | +42.1% | +55.9% |
| 1Y | +75.0% | +12.6% | +62.4% | +80.8% |
| 3Y | +224.5% | +31.4% | +193.1% | +243.7% |
| 5Y | -35.9% | +69.4% | -105.3% | -29.0% |
| All | +294.5% | +57.3% | +237.2% | +323.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling