+283.4%
KEEL vs LII
+68.2%
+215.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.9% |
| 7D | +7.8% | -0.7% | +8.5% | +8.4% |
| 30D | -11.7% | -12.6% | +0.9% | -3.9% |
| 3M | -41.5% | -24.4% | -17.0% | -31.3% |
| 6M | +54.9% | -28.7% | +83.6% | +88.3% |
| YTD | +47.7% | -19.1% | +66.8% | +64.7% |
| 1Y | +177.6% | -29.7% | +207.3% | +236.1% |
| 3Y | +164.9% | +4.8% | +160.1% | +144.1% |
| 5Y | -45.9% | +24.6% | -70.4% | -58.7% |
| All | +283.4% | +68.2% | +215.3% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling