+294.5%
KEEL vs XHB
+159.9%
+134.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.4% |
| 7D | +2.9% | -4.6% | +7.5% | +7.2% |
| 30D | +0.8% | -9.1% | +10.0% | +9.7% |
| 3M | -35.3% | -8.6% | -26.8% | -30.7% |
| 6M | +59.4% | -4.0% | +63.4% | +65.0% |
| YTD | +51.9% | -3.9% | +55.9% | +56.2% |
| 1Y | +75.0% | -16.5% | +91.5% | +101.6% |
| 3Y | +224.5% | +22.6% | +202.0% | +170.1% |
| 5Y | -35.9% | +33.9% | -69.8% | -49.3% |
| All | +294.5% | +159.9% | +134.6% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling