+227.5%
KEEL vs WETO
-99.4%
+326.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.4% | +9.2% | +3.9% |
| 7D | +2.9% | -4.3% | +7.2% | +2.9% |
| 30D | +0.8% | -39.9% | +40.7% | -2.6% |
| 3M | -35.3% | -97.9% | +62.6% | -30.9% |
| 6M | +59.4% | -95.0% | +154.4% | +58.7% |
| YTD | +51.9% | -97.2% | +149.1% | +53.6% |
| 1Y | +75.0% | -98.9% | +173.9% | +76.6% |
| All | +227.5% | -99.4% | +326.9% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling