+781.5%
KEEL vs SITM
+4,789.7%
-4,008.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.8% | +1.6% |
| 7D | +2.9% | +3.9% | -1.0% | +1.2% |
| 30D | +0.8% | -6.6% | +7.4% | +3.7% |
| 3M | -35.3% | -11.9% | -23.5% | -32.5% |
| 6M | +59.4% | +81.1% | -21.8% | +23.7% |
| YTD | +51.9% | +80.0% | -28.1% | +13.5% |
| 1Y | +75.0% | +145.8% | -70.8% | +11.6% |
| 3Y | +224.5% | +475.9% | -251.3% | +34.8% |
| 5Y | -35.9% | +189.2% | -225.1% | -67.3% |
| All | +781.5% | +4,789.7% | -4,008.2% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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