+294.5%
KEEL vs SPG
+102.4%
+192.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.9% | -1.2% | +4.0% | +3.3% |
| 30D | +0.8% | -6.1% | +7.0% | +3.0% |
| 3M | -35.3% | -3.6% | -31.7% | -35.0% |
| 6M | +59.4% | +10.4% | +49.0% | +52.8% |
| YTD | +51.9% | +14.4% | +37.5% | +43.5% |
| 1Y | +75.0% | +16.5% | +58.5% | +63.5% |
| 3Y | +224.5% | +106.8% | +117.7% | +156.7% |
| 5Y | -35.9% | +108.9% | -144.8% | -48.5% |
| All | +294.5% | +102.4% | +192.1% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling