-14.6%
KEEX vs SPY
+11.5%
-26.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | +3.0% |
| 7D | +37.9% | -0.4% | +38.2% | +41.5% |
| 30D | +4.4% | -1.4% | +5.7% | +17.8% |
| 3M | -69.9% | +3.7% | -73.6% | -77.7% |
| 6M | +43.5% | +13.0% | +30.4% | -35.3% |
| YTD | -12.3% | +12.4% | -24.7% | -52.6% |
| All | -14.6% | +11.5% | -26.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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