+294.5%
KEEL vs MTB
+107.0%
+187.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.7% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +0.8% | -4.8% | +5.6% | +2.5% |
| 3M | -35.3% | +6.0% | -41.3% | -37.0% |
| 6M | +59.4% | +19.6% | +39.8% | +48.7% |
| YTD | +51.9% | +21.5% | +30.4% | +40.8% |
| 1Y | +75.0% | +24.7% | +50.3% | +60.3% |
| 3Y | +224.5% | +108.6% | +116.0% | +162.7% |
| 5Y | -35.9% | +106.7% | -142.6% | -45.5% |
| All | +294.5% | +107.0% | +187.5% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling