+106.6%
KEEL vs MAS
+141.9%
-35.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.9% | +15.3% | +14.6% |
| 7D | -9.2% | +2.0% | -11.2% | -10.7% |
| 30D | -43.8% | +19.4% | -63.2% | -50.9% |
| 3M | -51.0% | +9.4% | -60.5% | -54.6% |
| 6M | -54.6% | +15.3% | -69.9% | -60.3% |
| YTD | -20.4% | +31.3% | -51.7% | -37.4% |
| 1Y | -49.3% | +34.9% | -84.2% | -61.1% |
| 3Y | +61.2% | +58.6% | +2.6% | +7.2% |
| 5Y | -74.3% | +40.7% | -115.0% | -81.4% |
| All | +106.6% | +141.9% | -35.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling