-35.3%
KEEL vs SGI
+47.3%
-82.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.0% |
| 7D | +2.9% | -4.5% | +7.3% | +6.8% |
| 30D | +0.8% | +4.2% | -3.3% | -3.0% |
| 3M | -35.3% | -7.4% | -27.9% | -33.0% |
| 6M | +59.4% | -15.1% | +74.4% | +76.6% |
| YTD | +51.9% | -24.7% | +76.6% | +84.0% |
| 1Y | +75.0% | -21.8% | +96.8% | +101.0% |
| 3Y | +224.5% | +50.0% | +174.5% | +99.4% |
| All | -35.3% | +47.3% | -82.7% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling