+59.4%
KEEL vs ET
+21.1%
+38.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +2.5% |
| 7D | +2.9% | +0.2% | +2.6% | +3.3% |
| 30D | +0.8% | +2.9% | -2.0% | +6.1% |
| 3M | -35.3% | +16.8% | -52.1% | -18.5% |
| 6M | +59.4% | +18.9% | +40.5% | +124.9% |
| All | +59.4% | +21.1% | +38.3% | +124.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling