+177.6%
KEEL vs SGI
-17.2%
+194.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | +7.8% | +8.5% | -0.8% | +4.4% |
| 30D | -11.7% | +0.7% | -12.4% | -11.9% |
| 3M | -41.5% | +0.6% | -42.1% | -42.2% |
| 6M | +54.9% | -17.9% | +72.9% | +64.9% |
| YTD | +47.7% | -21.2% | +68.8% | +60.5% |
| 1Y | +177.6% | -18.9% | +196.5% | +242.7% |
| All | +177.6% | -17.2% | +194.8% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling