+105.5%
KEEL vs SUI
+2.4%
+103.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -4.9% |
| 7D | -0.5% | -1.5% | +0.9% | 0.0% |
| 30D | -27.1% | +3.7% | -30.8% | -28.8% |
| 3M | -43.8% | -0.4% | -43.4% | -44.4% |
| 6M | -55.2% | -2.8% | -52.4% | -56.0% |
| YTD | -20.9% | -1.6% | -19.2% | -22.5% |
| 1Y | -28.5% | -2.1% | -26.4% | -29.9% |
| 3Y | +66.1% | +18.5% | +47.6% | +45.9% |
| 5Y | -78.3% | -26.5% | -51.8% | -77.0% |
| All | +105.5% | +2.4% | +103.1% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling