+177.6%
KEEL vs WTW
+3.0%
+174.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.0% |
| 7D | +7.8% | -2.6% | +10.4% | +6.9% |
| 30D | -11.7% | -1.0% | -10.7% | -11.8% |
| 3M | -41.5% | +29.9% | -71.4% | -35.0% |
| 6M | +54.9% | +10.7% | +44.2% | +72.4% |
| YTD | +47.7% | +2.6% | +45.1% | +69.6% |
| 1Y | +177.6% | +2.8% | +174.8% | +245.5% |
| All | +177.6% | +3.0% | +174.6% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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