-35.3%
KEEL vs EXEL
+180.6%
-215.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +4.9% |
| 7D | +2.9% | -4.9% | +7.8% | +5.4% |
| 30D | +0.8% | +11.4% | -10.5% | -4.7% |
| 3M | -35.3% | +4.9% | -40.2% | -37.4% |
| 6M | +59.4% | +34.4% | +25.0% | +35.6% |
| YTD | +51.9% | +28.0% | +23.9% | +31.8% |
| 1Y | +75.0% | +43.6% | +31.4% | +43.0% |
| 3Y | +224.5% | +155.2% | +69.3% | +67.4% |
| All | -35.3% | +180.6% | -215.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling