+212.7%
KEEL vs M
+97.0%
+115.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.7% | -2.6% | -5.3% |
| 7D | +2.7% | -8.8% | +11.5% | +6.7% |
| 30D | +4.6% | -16.4% | +21.0% | +12.3% |
| 3M | -34.5% | -10.8% | -23.7% | -31.9% |
| 6M | +59.3% | +16.1% | +43.1% | +47.3% |
| YTD | +46.4% | -5.3% | +51.6% | +47.0% |
| 1Y | +96.6% | +24.9% | +71.7% | +74.5% |
| All | +212.7% | +97.0% | +115.7% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling