+75.0%
KEEL vs SPXS
-36.2%
+111.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +0.3% |
| 7D | +2.9% | +2.5% | +0.4% | +6.7% |
| 30D | +0.8% | +4.2% | -3.4% | +7.8% |
| 3M | -35.3% | -9.3% | -26.0% | -42.0% |
| 6M | +59.4% | -30.7% | +90.1% | +7.2% |
| YTD | +51.9% | -28.1% | +80.0% | +14.8% |
| 1Y | +75.0% | -35.1% | +110.1% | +15.3% |
| All | +75.0% | -36.2% | +111.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling