+105.5%
KEEL vs LII
+52.2%
+53.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.3% |
| 7D | -0.5% | +2.9% | -3.5% | -2.2% |
| 30D | -27.1% | +0.9% | -28.0% | -28.7% |
| 3M | -43.8% | -15.5% | -28.3% | -38.8% |
| 6M | -55.2% | -30.2% | -25.0% | -45.9% |
| YTD | -20.9% | -26.8% | +6.0% | -7.8% |
| 1Y | -28.5% | -25.3% | -3.2% | -17.9% |
| 3Y | +66.1% | -7.8% | +73.8% | +63.6% |
| 5Y | -78.3% | +17.0% | -95.3% | -82.9% |
| All | +105.5% | +52.2% | +53.4% | +82.0% |
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