-59.4%
KEEL vs GWRE
-24.6%
-34.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.9% | -19.5% | -21.9% |
| 7D | -28.6% | +4.5% | -33.1% | -27.8% |
| 30D | -52.4% | +1.7% | -54.2% | -52.1% |
| 3M | -58.0% | +4.4% | -62.4% | -56.7% |
| 6M | -53.3% | +19.5% | -72.8% | -49.8% |
| YTD | -29.8% | -16.7% | -13.0% | -27.9% |
| 1Y | -59.4% | -24.0% | -35.4% | -56.7% |
| All | -59.4% | -24.6% | -34.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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