+294.5%
KEEL vs M
+79.6%
+214.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.7% | -3.9% | +1.5% |
| 7D | +2.9% | -4.2% | +7.1% | +4.1% |
| 30D | +0.8% | -7.2% | +8.0% | +2.8% |
| 3M | -35.3% | -11.1% | -24.2% | -33.4% |
| 6M | +59.4% | +28.8% | +30.6% | +47.0% |
| YTD | +51.9% | +2.0% | +49.9% | +49.6% |
| 1Y | +75.0% | +31.3% | +43.7% | +59.6% |
| 3Y | +224.5% | +119.1% | +105.5% | +147.6% |
| 5Y | -35.9% | +29.7% | -65.6% | -43.5% |
| All | +294.5% | +79.6% | +214.9% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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