+6.3%
KEEL vs VSXY
+37.5%
-31.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.8% |
| 7D | +2.9% | +0.1% | +2.8% | +3.0% |
| 30D | +0.8% | -18.7% | +19.5% | +6.9% |
| 3M | -35.3% | -4.0% | -31.4% | -35.6% |
| 6M | +59.4% | +67.5% | -8.1% | +24.8% |
| YTD | +51.9% | +39.7% | +12.3% | +25.2% |
| 1Y | +75.0% | +180.0% | -105.0% | +8.8% |
| 3Y | +224.5% | +337.3% | -112.7% | +49.0% |
| 5Y | -35.9% | +22.7% | -58.6% | -55.4% |
| All | +6.3% | +37.5% | -31.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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