+177.6%
KEEL vs WAB
+48.2%
+129.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.9% |
| 7D | +7.8% | -3.2% | +11.0% | +11.2% |
| 30D | -11.7% | -4.4% | -7.3% | -7.7% |
| 3M | -41.5% | +7.9% | -49.3% | -46.1% |
| 6M | +54.9% | +8.7% | +46.2% | +41.8% |
| YTD | +47.7% | +33.0% | +14.7% | +5.6% |
| 1Y | +177.6% | +46.7% | +130.9% | +87.4% |
| All | +177.6% | +48.2% | +129.4% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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