+224.5%
KEEL vs GWRE
+50.1%
+174.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | +2.9% | -13.2% | +16.1% | +4.2% |
| 30D | +0.8% | -18.6% | +19.4% | +1.9% |
| 3M | -35.3% | +18.9% | -54.2% | -41.8% |
| 6M | +59.4% | -11.0% | +70.3% | +55.8% |
| YTD | +51.9% | -29.9% | +81.8% | +62.3% |
| 1Y | +75.0% | -44.3% | +119.3% | +108.3% |
| 3Y | +224.5% | +51.7% | +172.9% | +88.1% |
| All | +224.5% | +50.1% | +174.5% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling