+224.5%
KEEL vs SPXS
-79.6%
+304.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +1.3% |
| 7D | +2.9% | +2.5% | +0.4% | +5.6% |
| 30D | +0.8% | +4.2% | -3.4% | +5.9% |
| 3M | -35.3% | -9.3% | -26.0% | -39.5% |
| 6M | +59.4% | -30.7% | +90.1% | +23.1% |
| YTD | +51.9% | -28.1% | +80.0% | +26.9% |
| 1Y | +75.0% | -35.1% | +110.1% | +40.3% |
| 3Y | +224.5% | -79.6% | +304.1% | +48.8% |
| All | +224.5% | -79.6% | +304.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling