+312.2%
KEEL vs M
+82.6%
+229.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.6% | +10.1% | +8.3% |
| 7D | +21.5% | +2.4% | +19.1% | +20.6% |
| 30D | -3.9% | -11.6% | +7.7% | -0.5% |
| 3M | -34.1% | +1.6% | -35.7% | -34.8% |
| 6M | +82.8% | +25.2% | +57.6% | +69.9% |
| YTD | +58.7% | +3.8% | +55.0% | +55.6% |
| 1Y | +191.4% | +36.3% | +155.1% | +163.2% |
| 3Y | +205.7% | +116.3% | +89.4% | +134.0% |
| 5Y | -37.0% | +28.2% | -65.2% | -44.7% |
| All | +312.2% | +82.6% | +229.6% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling