+177.6%
KEEL vs MKC
-23.4%
+201.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +2.8% |
| 7D | +7.8% | -5.9% | +13.6% | +2.9% |
| 30D | -11.7% | -0.9% | -10.8% | -11.6% |
| 3M | -41.5% | +12.7% | -54.2% | -36.2% |
| 6M | +54.9% | -19.3% | +74.2% | +34.4% |
| YTD | +47.7% | -22.2% | +69.8% | +25.1% |
| 1Y | +177.6% | -23.3% | +200.9% | +156.1% |
| All | +177.6% | -23.4% | +201.0% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling