-35.3%
KEEL vs SPY
+82.3%
-117.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +1.3% |
| 7D | +2.9% | -0.8% | +3.6% | +5.2% |
| 30D | +0.8% | -1.1% | +1.9% | +4.3% |
| 3M | -35.3% | +3.9% | -39.2% | -41.5% |
| 6M | +59.4% | +13.6% | +45.8% | +15.7% |
| YTD | +51.9% | +12.7% | +39.2% | +16.1% |
| 1Y | +75.0% | +17.5% | +57.5% | +22.6% |
| 3Y | +224.5% | +76.9% | +147.6% | -19.9% |
| All | -35.3% | +82.3% | -117.6% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling