+224.5%
KEEL vs ED
+33.0%
+191.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +3.6% |
| 7D | +2.9% | -0.8% | +3.7% | +2.2% |
| 30D | +0.8% | -0.4% | +1.3% | +0.6% |
| 3M | -35.3% | +0.5% | -35.8% | -34.7% |
| 6M | +59.4% | -3.1% | +62.5% | +59.0% |
| YTD | +51.9% | +9.8% | +42.1% | +60.9% |
| 1Y | +75.0% | +12.6% | +62.4% | +88.3% |
| 3Y | +224.5% | +31.4% | +193.1% | +255.5% |
| All | +224.5% | +33.0% | +191.5% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling