+294.5%
KEEL vs LEN
+85.7%
+208.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.8% |
| 7D | +2.9% | -4.8% | +7.6% | +5.1% |
| 30D | +0.8% | -6.6% | +7.4% | +3.7% |
| 3M | -35.3% | -15.7% | -19.7% | -30.9% |
| 6M | +59.4% | -16.6% | +76.0% | +71.9% |
| YTD | +51.9% | -21.3% | +73.3% | +66.2% |
| 1Y | +75.0% | -42.0% | +117.0% | +118.0% |
| 3Y | +224.5% | -27.9% | +252.5% | +256.3% |
| 5Y | -35.9% | -10.7% | -25.2% | -36.0% |
| All | +294.5% | +85.7% | +208.8% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling