+294.5%
KEEL vs EFV
+147.6%
+146.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +2.4% |
| 7D | +2.9% | -0.8% | +3.7% | +3.9% |
| 30D | +0.8% | +0.6% | +0.2% | +0.2% |
| 3M | -35.3% | +7.5% | -42.9% | -40.7% |
| 6M | +59.4% | +13.0% | +46.3% | +39.6% |
| YTD | +51.9% | +18.3% | +33.6% | +27.7% |
| 1Y | +75.0% | +26.7% | +48.3% | +35.3% |
| 3Y | +224.5% | +89.6% | +135.0% | +65.7% |
| 5Y | -35.9% | +98.2% | -134.1% | -67.8% |
| All | +294.5% | +147.6% | +146.9% | +192.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling