+177.6%
KEEL vs WYNN
-26.4%
+204.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.8% | -3.9% | +11.7% | +10.2% |
| 30D | -11.7% | -9.3% | -2.4% | -6.7% |
| 3M | -41.5% | -11.4% | -30.1% | -37.4% |
| 6M | +54.9% | -11.0% | +65.9% | +66.0% |
| YTD | +47.7% | -23.4% | +71.0% | +66.4% |
| 1Y | +177.6% | -24.8% | +202.4% | +229.6% |
| All | +177.6% | -26.4% | +204.0% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling