+224.5%
KEEL vs GWW
+89.6%
+134.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.4% |
| 7D | +2.9% | -3.4% | +6.2% | +4.9% |
| 30D | +0.8% | -1.9% | +2.8% | +1.6% |
| 3M | -35.3% | -2.4% | -32.9% | -35.2% |
| 6M | +59.4% | +15.7% | +43.7% | +41.3% |
| YTD | +51.9% | +27.6% | +24.3% | +25.2% |
| 1Y | +75.0% | +27.2% | +47.8% | +44.3% |
| 3Y | +224.5% | +89.7% | +134.9% | +196.1% |
| All | +224.5% | +89.6% | +134.9% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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