+224.5%
KEEL vs VO
+55.8%
+168.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +1.5% |
| 7D | +2.9% | -1.5% | +4.4% | +7.7% |
| 30D | +0.8% | -3.0% | +3.9% | +11.0% |
| 3M | -35.3% | +2.8% | -38.2% | -40.1% |
| 6M | +59.4% | +10.9% | +48.4% | +22.2% |
| YTD | +51.9% | +12.5% | +39.5% | +15.3% |
| 1Y | +75.0% | +12.0% | +63.0% | +37.2% |
| 3Y | +224.5% | +56.3% | +168.3% | +38.0% |
| All | +224.5% | +55.8% | +168.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling