+59.4%
KEEL vs NWSA
+23.6%
+35.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +4.0% |
| 7D | +2.9% | -2.8% | +5.7% | -0.3% |
| 30D | +0.8% | +3.0% | -2.2% | +5.4% |
| 3M | -35.3% | +12.3% | -47.6% | -26.1% |
| 6M | +59.4% | +21.9% | +37.5% | +66.5% |
| All | +59.4% | +23.6% | +35.8% | +66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling