+309.9%
KEEL vs SGI
+286.1%
+23.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +19.3% | +0.6% | +18.7% | +19.0% |
| 30D | +9.1% | +5.5% | +3.6% | +6.2% |
| 3M | -31.5% | -3.6% | -28.0% | -31.3% |
| 6M | +75.8% | -15.0% | +90.9% | +86.9% |
| YTD | +57.9% | -23.0% | +80.9% | +74.6% |
| 1Y | +133.3% | -18.4% | +151.7% | +150.1% |
| 3Y | +204.1% | +57.8% | +146.3% | +148.0% |
| 5Y | -37.5% | +51.5% | -89.0% | -52.3% |
| All | +309.9% | +286.1% | +23.8% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling