+309.9%
KEEL vs WWD
+235.6%
+74.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | +19.3% | +0.6% | +18.7% | +18.9% |
| 30D | +9.1% | -5.1% | +14.2% | +12.0% |
| 3M | -31.5% | -11.2% | -20.3% | -27.6% |
| 6M | +75.8% | -12.0% | +87.9% | +86.9% |
| YTD | +57.9% | +12.0% | +45.9% | +49.7% |
| 1Y | +133.3% | +42.8% | +90.5% | +98.0% |
| 3Y | +204.1% | +168.9% | +35.2% | +92.9% |
| 5Y | -37.5% | +192.2% | -229.7% | -62.0% |
| All | +309.9% | +235.6% | +74.3% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling