-35.3%
KEEL vs EFX
-36.2%
+0.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.4% |
| 7D | +2.9% | -4.5% | +7.4% | +5.7% |
| 30D | +0.8% | -6.1% | +6.9% | +3.2% |
| 3M | -35.3% | +6.2% | -41.5% | -42.8% |
| 6M | +59.4% | -11.2% | +70.6% | +58.4% |
| YTD | +51.9% | -21.4% | +73.3% | +62.1% |
| 1Y | +75.0% | -34.3% | +109.3% | +117.3% |
| 3Y | +224.5% | -12.5% | +237.1% | +167.0% |
| All | -35.3% | -36.2% | +0.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling