+309.9%
KEEL vs ED
+58.8%
+251.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.7% |
| 7D | +19.3% | -0.2% | +19.5% | +19.2% |
| 30D | +9.1% | +1.9% | +7.2% | +9.8% |
| 3M | -31.5% | +1.9% | -33.4% | -31.0% |
| 6M | +75.8% | -2.3% | +78.1% | +76.3% |
| YTD | +57.9% | +10.9% | +47.0% | +62.4% |
| 1Y | +133.3% | +14.5% | +118.8% | +142.0% |
| 3Y | +204.1% | +33.4% | +170.7% | +223.2% |
| 5Y | -37.5% | +67.3% | -104.8% | -30.8% |
| All | +309.9% | +58.8% | +251.1% | +341.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling