-5.3%
KEEL vs S
-57.8%
+52.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.3% | +9.8% | +8.8% |
| 7D | +21.5% | -5.8% | +27.3% | +25.4% |
| 30D | -3.9% | -9.2% | +5.3% | -1.3% |
| 3M | -34.1% | +23.4% | -57.5% | -44.6% |
| 6M | +82.8% | +36.9% | +45.9% | +40.8% |
| YTD | +58.7% | +29.5% | +29.2% | +25.2% |
| 1Y | +191.4% | +5.4% | +186.0% | +157.4% |
| 3Y | +205.7% | +14.7% | +191.0% | +146.7% |
| 5Y | -37.0% | -71.5% | +34.5% | -1.1% |
| All | -5.3% | -57.8% | +52.4% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling