+224.5%
KEEL vs WEC
+39.2%
+185.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -0.6% | +3.5% | +2.8% |
| 30D | +0.8% | -2.6% | +3.5% | +0.7% |
| 3M | -35.3% | -6.0% | -29.3% | -35.7% |
| 6M | +59.4% | -5.4% | +64.8% | +58.3% |
| YTD | +51.9% | +2.5% | +49.4% | +50.5% |
| 1Y | +75.0% | -0.7% | +75.7% | +74.6% |
| 3Y | +224.5% | +38.7% | +185.8% | +227.5% |
| All | +224.5% | +39.2% | +185.4% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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