-35.3%
KEEL vs WTW
+42.0%
-77.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.9% | -5.7% | +8.6% | +5.7% |
| 30D | +0.8% | -7.3% | +8.1% | +4.2% |
| 3M | -35.3% | +21.5% | -56.8% | -42.3% |
| 6M | +59.4% | +9.6% | +49.7% | +47.6% |
| YTD | +51.9% | -3.3% | +55.2% | +52.5% |
| 1Y | +75.0% | -6.1% | +81.1% | +78.9% |
| 3Y | +224.5% | +61.8% | +162.7% | +75.7% |
| All | -35.3% | +42.0% | -77.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling