-35.3%
KEEL vs XHB
+33.0%
-68.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +1.8% |
| 7D | +2.9% | -4.6% | +7.5% | +8.9% |
| 30D | +0.8% | -9.1% | +10.0% | +13.3% |
| 3M | -35.3% | -8.6% | -26.8% | -29.2% |
| 6M | +59.4% | -4.0% | +63.4% | +65.2% |
| YTD | +51.9% | -3.9% | +55.9% | +55.0% |
| 1Y | +75.0% | -16.5% | +91.5% | +110.8% |
| 3Y | +224.5% | +22.6% | +202.0% | +112.8% |
| All | -35.3% | +33.0% | -68.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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