+280.1%
KEEL vs NWSA
+131.7%
+148.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -6.8% |
| 7D | +2.7% | -4.8% | +7.4% | +5.8% |
| 30D | +4.6% | +3.0% | +1.6% | +2.1% |
| 3M | -34.5% | +9.3% | -43.8% | -40.5% |
| 6M | +59.3% | +23.2% | +36.1% | +32.0% |
| YTD | +46.4% | +13.3% | +33.1% | +27.1% |
| 1Y | +96.6% | +2.9% | +93.7% | +83.3% |
| 3Y | +182.0% | +43.3% | +138.6% | +110.7% |
| 5Y | -38.2% | +40.9% | -79.1% | -52.8% |
| All | +280.1% | +131.7% | +148.4% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling