+224.5%
KEEL vs ET
+96.2%
+128.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.4% |
| 7D | +2.9% | +0.2% | +2.6% | +2.6% |
| 30D | +0.8% | +2.9% | -2.0% | -2.0% |
| 3M | -35.3% | +16.8% | -52.1% | -44.7% |
| 6M | +59.4% | +18.9% | +40.5% | +31.3% |
| YTD | +51.9% | +37.7% | +14.2% | +5.6% |
| 1Y | +75.0% | +32.4% | +42.6% | +27.4% |
| 3Y | +224.5% | +99.5% | +125.1% | +59.0% |
| All | +224.5% | +96.2% | +128.4% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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