+177.6%
KEEL vs VMC
-8.5%
+186.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.1% |
| 7D | +7.8% | -4.3% | +12.1% | +10.2% |
| 30D | -11.7% | -8.2% | -3.5% | -7.9% |
| 3M | -41.5% | -7.0% | -34.4% | -41.3% |
| 6M | +54.9% | -10.8% | +65.7% | +63.4% |
| YTD | +47.7% | -7.4% | +55.1% | +45.8% |
| 1Y | +177.6% | -9.5% | +187.1% | +214.1% |
| All | +177.6% | -8.5% | +186.1% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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