-35.3%
KEEL vs WYNN
-11.0%
-24.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.4% |
| 7D | +2.9% | -4.2% | +7.1% | +6.2% |
| 30D | +0.8% | -14.6% | +15.5% | +13.0% |
| 3M | -35.3% | -18.4% | -16.9% | -25.6% |
| 6M | +59.4% | -11.9% | +71.3% | +74.5% |
| YTD | +51.9% | -26.6% | +78.5% | +88.6% |
| 1Y | +75.0% | -28.5% | +103.5% | +117.8% |
| 3Y | +224.5% | -5.1% | +229.7% | +205.2% |
| All | -35.3% | -11.0% | -24.3% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling