-34.1%
KEEL vs S
+21.9%
-56.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.3% | +9.8% | +6.9% |
| 7D | +21.5% | -5.8% | +27.3% | +19.8% |
| 30D | -3.9% | -9.2% | +5.3% | -6.8% |
| 3M | -34.1% | +23.4% | -57.5% | -37.4% |
| All | -34.1% | +21.9% | -56.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3mo: compounded portfolio wealth divided by compounded S 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…
3mo analysis · Full analysis span regression · Available span rolling