-77.1%
KEEL vs MAS
+39.2%
-116.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.9% | +15.3% | +14.9% |
| 7D | -9.2% | +2.0% | -11.2% | -11.1% |
| 30D | -43.8% | +19.4% | -63.2% | -52.4% |
| 3M | -51.0% | +9.4% | -60.5% | -55.4% |
| 6M | -54.6% | +15.3% | -69.9% | -61.7% |
| YTD | -20.4% | +31.3% | -51.7% | -41.7% |
| 1Y | -49.3% | +34.9% | -84.2% | -64.1% |
| 3Y | +61.2% | +58.6% | +2.6% | -12.4% |
| All | -77.1% | +39.2% | -116.2% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 5y: compounded portfolio wealth divided by compounded MAS 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…
5y analysis · Full analysis span regression · 6 months rolling