+280.1%
KEEL vs EFX
+25.7%
+254.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.2% | -7.3% |
| 7D | +2.7% | -11.1% | +13.8% | +7.8% |
| 30D | +4.6% | -7.4% | +11.9% | +7.0% |
| 3M | -34.5% | +1.5% | -36.0% | -38.4% |
| 6M | +59.3% | -13.7% | +73.0% | +61.5% |
| YTD | +46.4% | -21.9% | +68.2% | +54.4% |
| 1Y | +96.6% | -30.8% | +127.4% | +122.0% |
| 3Y | +182.0% | -12.4% | +194.3% | +168.1% |
| 5Y | -38.2% | -35.9% | -2.3% | -33.4% |
| All | +280.1% | +25.7% | +254.4% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling