+280.1%
KEEL vs WU
-46.9%
+327.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.1% |
| 7D | +2.7% | -5.0% | +7.7% | +4.3% |
| 30D | +4.6% | -2.3% | +6.8% | +4.9% |
| 3M | -34.5% | -3.2% | -31.3% | -35.8% |
| 6M | +59.3% | -25.0% | +84.3% | +71.8% |
| YTD | +46.4% | -21.7% | +68.0% | +54.1% |
| 1Y | +96.6% | -9.0% | +105.5% | +92.9% |
| 3Y | +182.0% | -28.9% | +210.8% | +200.7% |
| 5Y | -38.2% | -51.0% | +12.8% | -28.2% |
| All | +280.1% | -46.9% | +327.1% | +465.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling