-59.4%
KEEL vs WYNN
-34.2%
-25.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.7% | -17.7% | -19.1% |
| 7D | -28.6% | +6.9% | -35.5% | -31.3% |
| 30D | -52.4% | +3.5% | -56.0% | -53.2% |
| 3M | -58.0% | -21.4% | -36.6% | -49.2% |
| 6M | -53.3% | -25.0% | -28.3% | -41.2% |
| YTD | -29.8% | -33.6% | +3.8% | -5.2% |
| 1Y | -59.4% | -36.0% | -23.3% | -43.9% |
| All | -59.4% | -34.2% | -25.2% | -43.9% |
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