+177.6%
KEEL vs XME
+46.4%
+131.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | +7.8% | -0.1% | +7.9% | +7.7% |
| 30D | -11.7% | +6.0% | -17.7% | -19.3% |
| 3M | -41.5% | -7.7% | -33.8% | -33.5% |
| 6M | +54.9% | +1.0% | +54.0% | +52.6% |
| YTD | +47.7% | +14.6% | +33.0% | +15.9% |
| 1Y | +177.6% | +46.0% | +131.6% | +165.3% |
| All | +177.6% | +46.4% | +131.2% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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