+280.1%
KEEL vs LII
+60.4%
+219.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.4% | -6.7% |
| 7D | +2.7% | -3.5% | +6.2% | +5.0% |
| 30D | +4.6% | -13.5% | +18.1% | +14.3% |
| 3M | -34.5% | -26.0% | -8.5% | -22.2% |
| 6M | +59.3% | -26.8% | +86.1% | +90.0% |
| YTD | +46.4% | -22.9% | +69.2% | +68.1% |
| 1Y | +96.6% | -32.6% | +129.2% | +145.7% |
| 3Y | +182.0% | -1.3% | +183.3% | +169.8% |
| 5Y | -38.2% | +23.1% | -61.3% | -51.9% |
| All | +280.1% | +60.4% | +219.7% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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