-35.3%
KEEL vs EL
-69.0%
+33.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.3% |
| 7D | +2.9% | -6.5% | +9.4% | +7.4% |
| 30D | +0.8% | +11.1% | -10.3% | -7.1% |
| 3M | -35.3% | +10.7% | -46.0% | -40.9% |
| 6M | +59.4% | +6.9% | +52.5% | +46.4% |
| YTD | +51.9% | -6.3% | +58.2% | +51.3% |
| 1Y | +75.0% | +13.5% | +61.5% | +52.0% |
| 3Y | +224.5% | -33.1% | +257.6% | +269.9% |
| All | -35.3% | -69.0% | +33.7% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling