+280.1%
KEEL vs MKC
-30.6%
+310.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.5% | -7.3% |
| 7D | +2.7% | -2.8% | +5.5% | +2.6% |
| 30D | +4.6% | -3.4% | +7.9% | +4.4% |
| 3M | -34.5% | +3.8% | -38.2% | -34.6% |
| 6M | +59.3% | -17.9% | +77.2% | +60.2% |
| YTD | +46.4% | -23.6% | +70.0% | +47.6% |
| 1Y | +96.6% | -23.1% | +119.7% | +97.8% |
| 3Y | +182.0% | -31.5% | +213.5% | +184.8% |
| 5Y | -38.2% | -33.1% | -5.2% | -37.8% |
| All | +280.1% | -30.6% | +310.7% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling