+280.1%
KEEL vs EFV
+144.9%
+135.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -6.9% |
| 7D | +2.7% | -2.0% | +4.7% | +5.3% |
| 30D | +4.6% | -0.2% | +4.7% | +4.9% |
| 3M | -34.5% | +9.1% | -43.6% | -41.0% |
| 6M | +59.3% | +11.7% | +47.6% | +41.6% |
| YTD | +46.4% | +17.0% | +29.3% | +24.6% |
| 1Y | +96.6% | +26.7% | +69.9% | +52.4% |
| 3Y | +182.0% | +90.2% | +91.8% | +43.6% |
| 5Y | -38.2% | +96.1% | -134.3% | -68.6% |
| All | +280.1% | +144.9% | +135.2% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling