+309.9%
KEEL vs SPG
+102.1%
+207.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | +19.3% | -1.7% | +20.9% | +20.0% |
| 30D | +9.1% | -6.3% | +15.4% | +11.5% |
| 3M | -31.5% | -2.4% | -29.1% | -31.5% |
| 6M | +75.8% | +9.6% | +66.2% | +68.9% |
| YTD | +57.9% | +14.2% | +43.7% | +49.2% |
| 1Y | +133.3% | +19.3% | +114.0% | +116.4% |
| 3Y | +204.1% | +106.7% | +97.4% | +140.5% |
| 5Y | -37.5% | +104.2% | -141.8% | -49.7% |
| All | +309.9% | +102.1% | +207.9% | +367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling