-35.3%
KEEL vs MKC
-33.0%
-2.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.8% |
| 7D | +2.9% | -1.5% | +4.3% | +2.7% |
| 30D | +0.8% | -3.1% | +4.0% | +0.5% |
| 3M | -35.3% | +5.2% | -40.5% | -35.3% |
| 6M | +59.4% | -12.8% | +72.2% | +59.7% |
| YTD | +51.9% | -23.3% | +75.2% | +52.6% |
| 1Y | +75.0% | -24.1% | +99.1% | +75.9% |
| 3Y | +224.5% | -32.1% | +256.6% | +227.6% |
| All | -35.3% | -33.0% | -2.3% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling