+280.1%
KEEL vs SPXS
-98.5%
+378.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.9% | -9.1% | -6.1% |
| 7D | +2.7% | +6.4% | -3.7% | +6.7% |
| 30D | +4.6% | +6.0% | -1.4% | +8.9% |
| 3M | -34.5% | -11.6% | -22.8% | -37.7% |
| 6M | +59.3% | -28.7% | +88.0% | +39.6% |
| YTD | +46.4% | -26.3% | +72.7% | +34.7% |
| 1Y | +96.6% | -34.9% | +131.5% | +75.0% |
| 3Y | +182.0% | -79.5% | +261.4% | +76.9% |
| 5Y | -38.2% | -85.9% | +47.7% | -54.5% |
| All | +280.1% | -98.5% | +378.6% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling