+309.9%
KEEL vs SM
+367.9%
-57.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +19.3% | -0.2% | +19.5% | +19.3% |
| 30D | +9.1% | +20.3% | -11.2% | +7.0% |
| 3M | -31.5% | +22.9% | -54.5% | -33.5% |
| 6M | +75.8% | +47.8% | +28.0% | +65.2% |
| YTD | +57.9% | +107.5% | -49.6% | +41.8% |
| 1Y | +133.3% | +51.7% | +81.6% | +117.0% |
| 3Y | +204.1% | -0.9% | +204.9% | +193.5% |
| 5Y | -37.5% | +112.2% | -149.8% | -41.1% |
| All | +309.9% | +367.9% | -57.9% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling