+309.9%
KEEL vs EL
-38.6%
+348.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +1.1% |
| 7D | +19.3% | -2.4% | +21.6% | +20.8% |
| 30D | +9.1% | +13.7% | -4.5% | +0.1% |
| 3M | -31.5% | +14.5% | -46.0% | -37.9% |
| 6M | +75.8% | +7.4% | +68.4% | +62.8% |
| YTD | +57.9% | -4.7% | +62.6% | +56.2% |
| 1Y | +133.3% | +12.9% | +120.4% | +107.9% |
| 3Y | +204.1% | -32.2% | +236.3% | +232.1% |
| 5Y | -37.5% | -68.4% | +30.8% | +18.0% |
| All | +309.9% | -38.6% | +348.5% | +563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling