+75.8%
KEEL vs EXEL
+42.2%
+33.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.1% |
| 7D | +19.3% | -0.3% | +19.6% | +19.4% |
| 30D | +9.1% | +10.1% | -1.0% | +3.9% |
| 3M | -31.5% | +10.1% | -41.6% | -34.6% |
| 6M | +75.8% | +37.7% | +38.2% | +36.6% |
| All | +75.8% | +42.2% | +33.6% | +36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling