+224.5%
KEEL vs WCC
+130.1%
+94.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | 0.0% | +0.7% |
| 7D | +2.9% | +1.5% | +1.4% | +1.9% |
| 30D | +0.8% | -2.1% | +3.0% | +3.6% |
| 3M | -35.3% | +3.8% | -39.1% | -35.7% |
| 6M | +59.4% | +35.0% | +24.4% | +32.7% |
| YTD | +51.9% | +46.4% | +5.6% | +20.7% |
| 1Y | +75.0% | +63.0% | +12.0% | +29.5% |
| 3Y | +224.5% | +133.9% | +90.6% | +90.8% |
| All | +224.5% | +130.1% | +94.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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