+212.7%
KEEL vs LII
-1.8%
+214.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.4% | -6.8% |
| 7D | +2.7% | -3.5% | +6.2% | +4.9% |
| 30D | +4.6% | -13.5% | +18.1% | +13.9% |
| 3M | -34.5% | -26.0% | -8.5% | -22.7% |
| 6M | +59.3% | -26.8% | +86.1% | +88.9% |
| YTD | +46.4% | -22.9% | +69.2% | +67.2% |
| 1Y | +96.6% | -32.6% | +129.2% | +144.8% |
| All | +212.7% | -1.8% | +214.5% | +269.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling