-45.3%
KEEL vs IVZ
+30.5%
-75.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -8.8% |
| 7D | -13.6% | +2.6% | -16.2% | -16.0% |
| 30D | -39.1% | -3.5% | -35.7% | -36.4% |
| 3M | -48.9% | -7.4% | -41.5% | -44.3% |
| 6M | -35.4% | +14.7% | -50.1% | -44.1% |
| YTD | -10.6% | +14.6% | -25.3% | -24.3% |
| 1Y | -45.3% | +30.7% | -76.0% | -56.9% |
| All | -45.3% | +30.5% | -75.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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