+224.5%
KEEL vs WAB
+167.4%
+57.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +2.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +0.8% | -4.1% | +4.9% | +5.9% |
| 3M | -35.3% | +8.2% | -43.5% | -41.5% |
| 6M | +59.4% | +15.4% | +44.0% | +34.1% |
| YTD | +51.9% | +33.1% | +18.8% | +7.9% |
| 1Y | +75.0% | +48.1% | +26.9% | +10.8% |
| 3Y | +224.5% | +167.7% | +56.8% | +51.9% |
| All | +224.5% | +167.4% | +57.1% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling