+294.5%
KEEL vs WWD
+235.2%
+59.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.1% |
| 7D | +2.9% | -2.6% | +5.5% | +4.2% |
| 30D | +0.8% | -6.9% | +7.8% | +4.5% |
| 3M | -35.3% | -13.0% | -22.3% | -30.9% |
| 6M | +59.4% | -12.5% | +71.8% | +69.9% |
| YTD | +51.9% | +11.8% | +40.1% | +44.2% |
| 1Y | +75.0% | +41.1% | +33.9% | +49.4% |
| 3Y | +224.5% | +163.1% | +61.5% | +108.2% |
| 5Y | -35.9% | +187.6% | -223.5% | -60.9% |
| All | +294.5% | +235.2% | +59.2% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling