+283.4%
KEEL vs MAS
+113.9%
+169.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +2.3% |
| 7D | +7.8% | -0.8% | +8.5% | +8.4% |
| 30D | -11.7% | -5.6% | -6.1% | -8.1% |
| 3M | -41.5% | +4.4% | -45.9% | -44.4% |
| 6M | +54.9% | +7.2% | +47.7% | +44.8% |
| YTD | +47.7% | +16.1% | +31.6% | +28.3% |
| 1Y | +177.6% | +0.1% | +177.5% | +165.1% |
| 3Y | +164.9% | +28.3% | +136.6% | +107.4% |
| 5Y | -45.9% | +30.5% | -76.3% | -57.6% |
| All | +283.4% | +113.9% | +169.6% | +122.7% |
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