+280.1%
KEEL vs VMC
+91.0%
+189.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.4% |
| 7D | +2.7% | -3.7% | +6.4% | +4.9% |
| 30D | +4.6% | -12.8% | +17.3% | +13.3% |
| 3M | -34.5% | -7.9% | -26.6% | -32.7% |
| 6M | +59.3% | -7.5% | +66.8% | +62.9% |
| YTD | +46.4% | -11.6% | +58.0% | +54.7% |
| 1Y | +96.6% | -14.3% | +110.8% | +113.2% |
| 3Y | +182.0% | +18.5% | +163.5% | +159.3% |
| 5Y | -38.2% | +46.8% | -85.0% | -47.0% |
| All | +280.1% | +91.0% | +189.2% | +438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling