+224.5%
KEEL vs XME
+122.1%
+102.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +5.2% |
| 7D | +2.9% | -4.2% | +7.1% | +9.8% |
| 30D | +0.8% | -2.7% | +3.6% | +6.0% |
| 3M | -35.3% | -3.9% | -31.4% | -31.0% |
| 6M | +59.4% | -1.0% | +60.4% | +63.2% |
| YTD | +51.9% | +9.8% | +42.1% | +35.1% |
| 1Y | +75.0% | +32.5% | +42.5% | +23.5% |
| 3Y | +224.5% | +124.3% | +100.2% | +21.5% |
| All | +224.5% | +122.1% | +102.5% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling