-35.3%
KEEL vs SPXU
-86.1%
+50.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +1.4% |
| 7D | +2.9% | +2.5% | +0.4% | +5.5% |
| 30D | +0.8% | +4.2% | -3.3% | +5.7% |
| 3M | -35.3% | -9.3% | -26.1% | -39.3% |
| 6M | +59.4% | -30.7% | +90.1% | +23.7% |
| YTD | +51.9% | -28.1% | +80.0% | +27.4% |
| 1Y | +75.0% | -35.2% | +110.2% | +40.2% |
| 3Y | +224.5% | -79.9% | +304.5% | +28.4% |
| All | -35.3% | -86.1% | +50.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling