+294.5%
KEEL vs GWW
+420.4%
-125.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +2.9% | -3.4% | +6.2% | +4.3% |
| 30D | +0.8% | -1.9% | +2.8% | +1.4% |
| 3M | -35.3% | -2.4% | -32.9% | -35.1% |
| 6M | +59.4% | +15.7% | +43.7% | +48.1% |
| YTD | +51.9% | +27.6% | +24.3% | +35.2% |
| 1Y | +75.0% | +27.2% | +47.8% | +55.5% |
| 3Y | +224.5% | +89.7% | +134.9% | +154.9% |
| 5Y | -35.9% | +223.9% | -259.8% | -56.6% |
| All | +294.5% | +420.4% | -125.9% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling