-35.3%
KEEL vs MKTX
-60.5%
+25.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.8% | +3.8% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +0.8% | +0.7% | +0.1% | +0.5% |
| 3M | -35.3% | +40.8% | -76.1% | -44.6% |
| 6M | +59.4% | -8.0% | +67.4% | +62.2% |
| YTD | +51.9% | -8.7% | +60.7% | +54.1% |
| 1Y | +75.0% | -11.8% | +86.8% | +78.4% |
| 3Y | +224.5% | -24.0% | +248.6% | +223.9% |
| All | -35.3% | -60.5% | +25.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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