-45.3%
KEEL vs SPG
+34.3%
-79.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -3.2% |
| 7D | -13.6% | +8.2% | -21.8% | -11.5% |
| 30D | -39.1% | +13.5% | -52.6% | -37.2% |
| 3M | -48.9% | +2.2% | -51.1% | -48.6% |
| 6M | -35.4% | +15.9% | -51.3% | -38.8% |
| YTD | -10.6% | +27.6% | -38.2% | -13.9% |
| 1Y | -45.3% | +30.9% | -76.3% | -47.3% |
| All | -45.3% | +34.3% | -79.6% | -47.3% |
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