+309.9%
KEEL vs WAT
+98.4%
+211.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +19.3% | -1.8% | +21.1% | +20.4% |
| 30D | +9.1% | -1.7% | +10.8% | +10.2% |
| 3M | -31.5% | +9.1% | -40.6% | -35.1% |
| 6M | +75.8% | +32.4% | +43.4% | +48.7% |
| YTD | +57.9% | +6.6% | +51.3% | +49.0% |
| 1Y | +133.3% | +34.7% | +98.6% | +91.3% |
| 3Y | +204.1% | +53.6% | +150.5% | +111.0% |
| 5Y | -37.5% | -4.1% | -33.5% | -43.1% |
| All | +309.9% | +98.4% | +211.5% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling