-59.4%
KEEL vs WETO
-99.3%
+40.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.5% | -18.0% | -21.4% |
| 7D | -28.6% | +4.5% | -33.1% | -28.7% |
| 30D | -52.4% | -17.7% | -34.7% | -52.4% |
| 3M | -58.0% | -83.1% | +25.0% | -58.9% |
| 6M | -53.3% | -98.3% | +45.1% | -51.7% |
| YTD | -29.8% | -99.0% | +69.2% | -18.1% |
| 1Y | -59.4% | -99.3% | +39.9% | -46.5% |
| All | -59.4% | -99.3% | +40.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling