-35.3%
KEEL vs SM
+108.4%
-143.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +2.9% | +4.6% | -1.7% | +1.3% |
| 30D | +0.8% | +18.2% | -17.4% | -5.1% |
| 3M | -35.3% | +22.5% | -57.8% | -41.4% |
| 6M | +59.4% | +50.6% | +8.8% | +25.7% |
| YTD | +51.9% | +108.1% | -56.2% | +1.5% |
| 1Y | +75.0% | +46.0% | +29.0% | +35.9% |
| 3Y | +224.5% | +2.9% | +221.7% | +176.7% |
| All | -35.3% | +108.4% | -143.7% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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