+801.5%
KEEL vs EOSE
-60.6%
+862.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.0% |
| 7D | +2.9% | +1.8% | +1.1% | +2.5% |
| 30D | +0.8% | -6.8% | +7.7% | +2.0% |
| 3M | -35.3% | -36.3% | +1.0% | -28.3% |
| 6M | +59.4% | -38.8% | +98.1% | +73.8% |
| YTD | +51.9% | -65.5% | +117.4% | +85.4% |
| 1Y | +75.0% | -45.3% | +120.3% | +95.0% |
| 3Y | +224.5% | +44.2% | +180.4% | +138.8% |
| 5Y | -35.9% | -69.5% | +33.6% | -49.2% |
| All | +801.5% | -60.6% | +862.1% | +680.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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