-38.2%
KEEL vs S
-70.4%
+32.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.9% | -9.2% | -8.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +4.6% | -11.8% | +16.4% | +9.6% |
| 3M | -34.5% | +33.9% | -68.4% | -47.7% |
| 6M | +59.3% | +40.1% | +19.2% | +20.4% |
| YTD | +46.4% | +32.1% | +14.3% | +13.7% |
| 1Y | +96.6% | +11.0% | +85.5% | +68.4% |
| 3Y | +182.0% | +16.9% | +165.0% | +123.6% |
| 5Y | -38.2% | -68.9% | +30.7% | -4.0% |
| All | -38.2% | -70.4% | +32.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling