+294.5%
KEEL vs SPY
+195.5%
+99.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.2% |
| 7D | +2.9% | -0.8% | +3.6% | +4.4% |
| 30D | +0.8% | -1.1% | +1.9% | +3.1% |
| 3M | -35.3% | +3.9% | -39.2% | -39.1% |
| 6M | +59.4% | +13.6% | +45.8% | +31.5% |
| YTD | +51.9% | +12.7% | +39.2% | +29.7% |
| 1Y | +75.0% | +17.5% | +57.5% | +42.1% |
| 3Y | +224.5% | +76.9% | +147.6% | +52.7% |
| 5Y | -35.9% | +83.6% | -119.5% | -67.8% |
| All | +294.5% | +195.5% | +99.0% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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