+224.5%
KEEL vs S
+15.4%
+209.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +2.9% | -0.7% | +3.5% | +3.0% |
| 30D | +0.8% | -11.4% | +12.3% | +5.0% |
| 3M | -35.3% | +33.8% | -69.1% | -47.9% |
| 6M | +59.4% | +39.5% | +19.9% | +21.4% |
| YTD | +51.9% | +31.7% | +20.2% | +18.8% |
| 1Y | +75.0% | +7.0% | +68.0% | +55.0% |
| 3Y | +224.5% | +11.8% | +212.8% | +204.2% |
| All | +224.5% | +15.4% | +209.1% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling