+224.5%
KEEL vs EL
-34.0%
+258.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +2.9% | -6.5% | +9.4% | +5.9% |
| 30D | +0.8% | +11.1% | -10.3% | -4.3% |
| 3M | -35.3% | +10.7% | -46.0% | -38.8% |
| 6M | +59.4% | +6.9% | +52.5% | +51.1% |
| YTD | +51.9% | -6.3% | +58.2% | +52.7% |
| 1Y | +75.0% | +13.5% | +61.5% | +62.5% |
| 3Y | +224.5% | -33.1% | +257.6% | +254.2% |
| All | +224.5% | -34.0% | +258.5% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling