+177.6%
KEEL vs SPYG
+22.6%
+155.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +4.0% |
| 7D | +7.8% | +0.4% | +7.4% | +6.6% |
| 30D | -11.7% | -0.4% | -11.3% | -9.5% |
| 3M | -41.5% | +0.5% | -42.0% | -40.9% |
| 6M | +54.9% | +17.5% | +37.4% | -4.4% |
| YTD | +47.7% | +14.3% | +33.3% | +2.9% |
| 1Y | +177.6% | +21.7% | +155.9% | +44.3% |
| All | +177.6% | +22.6% | +155.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling