-45.3%
KEEL vs EXEL
+92.4%
-137.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -13.6% | +9.8% | -23.3% | -17.6% |
| 30D | -39.1% | +23.6% | -62.7% | -45.6% |
| 3M | -48.9% | +29.9% | -78.8% | -55.8% |
| 6M | -35.4% | +64.7% | -100.1% | -53.3% |
| YTD | -10.6% | +66.0% | -76.6% | -37.8% |
| 1Y | -45.3% | +92.0% | -137.3% | -67.6% |
| All | -45.3% | +92.4% | -137.7% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling