+224.5%
KEEL vs WY
-24.8%
+249.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +2.9% | -4.2% | +7.1% | +4.4% |
| 30D | +0.8% | -10.1% | +10.9% | +4.6% |
| 3M | -35.3% | -8.5% | -26.8% | -34.1% |
| 6M | +59.4% | -3.3% | +62.7% | +58.0% |
| YTD | +51.9% | -4.4% | +56.3% | +49.6% |
| 1Y | +75.0% | -11.5% | +86.5% | +80.0% |
| 3Y | +224.5% | -24.3% | +248.9% | +279.7% |
| All | +224.5% | -24.8% | +249.3% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling