+224.5%
KEEL vs WPM
+267.3%
-42.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +2.5% |
| 7D | +2.9% | -0.6% | +3.4% | +3.4% |
| 30D | +0.8% | +14.4% | -13.6% | -6.4% |
| 3M | -35.3% | +37.0% | -72.3% | -46.3% |
| 6M | +59.4% | +4.1% | +55.3% | +53.7% |
| YTD | +51.9% | +31.7% | +20.2% | +29.2% |
| 1Y | +75.0% | +44.2% | +30.8% | +41.6% |
| 3Y | +224.5% | +265.5% | -40.9% | +70.6% |
| All | +224.5% | +267.3% | -42.7% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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