+294.5%
KEEL vs SPXS
-98.5%
+393.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +2.3% |
| 7D | +2.9% | +2.5% | +0.4% | +4.6% |
| 30D | +0.8% | +4.2% | -3.4% | +4.0% |
| 3M | -35.3% | -9.3% | -26.0% | -37.6% |
| 6M | +59.4% | -30.7% | +90.1% | +37.4% |
| YTD | +51.9% | -28.1% | +80.0% | +37.8% |
| 1Y | +75.0% | -35.1% | +110.1% | +55.2% |
| 3Y | +224.5% | -79.6% | +304.1% | +102.7% |
| 5Y | -35.9% | -86.3% | +50.4% | -53.5% |
| All | +294.5% | -98.5% | +393.0% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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