-35.3%
KEEL vs WAT
-3.5%
-31.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +2.8% |
| 7D | +2.9% | -0.3% | +3.1% | +3.0% |
| 30D | +0.8% | -1.9% | +2.7% | +2.1% |
| 3M | -35.3% | +13.5% | -48.8% | -40.3% |
| 6M | +59.4% | +37.2% | +22.1% | +30.3% |
| YTD | +51.9% | +7.5% | +44.4% | +41.9% |
| 1Y | +75.0% | +35.0% | +40.0% | +40.5% |
| 3Y | +224.5% | +55.1% | +169.5% | +103.9% |
| All | -35.3% | -3.5% | -31.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling