-37.5%
KEEL vs SUI
-33.5%
-4.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.3% |
| 7D | +19.3% | -4.3% | +23.6% | +22.3% |
| 30D | +9.1% | -2.1% | +11.3% | +10.4% |
| 3M | -31.5% | -6.1% | -25.5% | -30.5% |
| 6M | +75.8% | -12.8% | +88.6% | +87.4% |
| YTD | +57.9% | -4.6% | +62.5% | +58.1% |
| 1Y | +133.3% | -7.7% | +141.0% | +136.8% |
| 3Y | +204.1% | +10.9% | +193.2% | +151.2% |
| 5Y | -37.5% | -32.4% | -5.1% | -3.2% |
| All | -37.5% | -33.5% | -4.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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