+177.6%
KEEL vs NWSA
+5.5%
+172.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +2.6% |
| 7D | +7.8% | -1.9% | +9.6% | +6.7% |
| 30D | -11.7% | +4.6% | -16.3% | -9.1% |
| 3M | -41.5% | +13.2% | -54.7% | -37.1% |
| 6M | +54.9% | +27.0% | +27.9% | +65.7% |
| YTD | +47.7% | +16.8% | +30.8% | +61.3% |
| 1Y | +177.6% | +4.5% | +173.1% | +227.1% |
| All | +177.6% | +5.5% | +172.1% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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