+177.6%
KEEL vs SPG
+21.3%
+156.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.2% |
| 7D | +7.8% | -2.4% | +10.2% | +6.7% |
| 30D | -11.7% | -6.8% | -4.9% | -14.6% |
| 3M | -41.5% | +2.7% | -44.2% | -43.3% |
| 6M | +54.9% | +5.5% | +49.5% | +45.7% |
| YTD | +47.7% | +15.7% | +32.0% | +52.2% |
| 1Y | +177.6% | +20.9% | +156.7% | +203.5% |
| All | +177.6% | +21.3% | +156.3% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling