-45.3%
KEEL vs MKC
-18.2%
-27.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | +0.1% |
| 7D | -13.6% | +9.6% | -23.2% | -6.7% |
| 30D | -39.1% | +12.0% | -51.2% | -32.8% |
| 3M | -48.9% | -2.0% | -46.9% | -48.5% |
| 6M | -35.4% | +7.2% | -42.6% | -31.4% |
| YTD | -10.6% | -23.7% | +13.1% | -23.5% |
| 1Y | -45.3% | -18.3% | -27.0% | -49.8% |
| All | -45.3% | -18.2% | -27.1% | -49.8% |
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