-45.3%
KEEL vs WAB
+46.5%
-91.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.2% |
| 7D | -13.6% | +4.5% | -18.1% | -17.1% |
| 30D | -39.1% | +1.1% | -40.2% | -39.6% |
| 3M | -48.9% | -1.3% | -47.6% | -48.2% |
| 6M | -35.4% | +12.7% | -48.1% | -42.4% |
| YTD | -10.6% | +38.7% | -49.3% | -39.7% |
| 1Y | -45.3% | +44.9% | -90.3% | -64.5% |
| All | -45.3% | +46.5% | -91.9% | -64.5% |
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