+309.9%
KEEL vs SPY
+194.7%
+115.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.3% |
| 7D | +19.3% | -0.4% | +19.7% | +20.1% |
| 30D | +9.1% | -1.4% | +10.5% | +12.1% |
| 3M | -31.5% | +3.7% | -35.3% | -35.3% |
| 6M | +75.8% | +13.0% | +62.8% | +46.3% |
| YTD | +57.9% | +12.4% | +45.5% | +35.2% |
| 1Y | +133.3% | +18.5% | +114.8% | +87.0% |
| 3Y | +204.1% | +77.6% | +126.5% | +42.0% |
| 5Y | -37.5% | +81.7% | -119.2% | -68.4% |
| All | +309.9% | +194.7% | +115.2% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling