-45.3%
KEEL vs EFV
+25.8%
-71.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.3% | -10.6% |
| 7D | -13.6% | +2.9% | -16.5% | -19.3% |
| 30D | -39.1% | +3.6% | -42.7% | -44.0% |
| 3M | -48.9% | -0.1% | -48.8% | -48.8% |
| 6M | -35.4% | +9.6% | -45.0% | -47.1% |
| YTD | -10.6% | +17.0% | -27.6% | -30.5% |
| 1Y | -45.3% | +25.7% | -71.0% | -57.4% |
| All | -45.3% | +25.8% | -71.1% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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