-35.3%
KEEL vs WCN
+24.9%
-60.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.9% | -3.1% | +6.0% | +3.9% |
| 30D | +0.8% | -3.4% | +4.2% | +1.8% |
| 3M | -35.3% | +3.0% | -38.3% | -37.8% |
| 6M | +59.4% | -3.8% | +63.1% | +57.6% |
| YTD | +51.9% | -8.3% | +60.2% | +54.1% |
| 1Y | +75.0% | -9.7% | +84.7% | +77.3% |
| 3Y | +224.5% | +17.2% | +207.4% | +162.8% |
| All | -35.3% | +24.9% | -60.3% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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