+280.1%
KEEL vs WAB
+364.7%
-84.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +4.6% | -5.9% | +10.4% | +8.5% |
| 3M | -34.5% | +9.4% | -43.8% | -37.9% |
| 6M | +59.3% | +13.8% | +45.4% | +48.2% |
| YTD | +46.4% | +31.8% | +14.6% | +25.7% |
| 1Y | +96.6% | +48.5% | +48.1% | +59.1% |
| 3Y | +182.0% | +167.0% | +15.0% | +82.7% |
| 5Y | -38.2% | +222.3% | -260.6% | -61.4% |
| All | +280.1% | +364.7% | -84.6% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling