-35.3%
KEEL vs GWRE
+15.1%
-50.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +2.9% | -13.2% | +16.1% | +9.6% |
| 30D | +0.8% | -18.6% | +19.4% | +6.7% |
| 3M | -35.3% | +18.9% | -54.2% | -49.7% |
| 6M | +59.4% | -11.0% | +70.3% | +43.0% |
| YTD | +51.9% | -29.9% | +81.8% | +60.9% |
| 1Y | +75.0% | -44.3% | +119.3% | +126.0% |
| 3Y | +224.5% | +51.7% | +172.9% | +16.0% |
| All | -35.3% | +15.1% | -50.4% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling