+14.5%
KEY vs KEEL
-78.9%
+93.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.0% |
| 7D | +2.9% | -0.5% | +3.5% | +2.9% |
| 30D | +8.4% | -27.1% | +35.5% | +10.8% |
| 3M | -5.8% | -43.8% | +38.0% | -2.0% |
| 6M | +5.4% | -55.2% | +60.6% | +10.1% |
| YTD | +7.1% | -20.9% | +27.9% | +3.6% |
| 1Y | +26.8% | -28.5% | +55.3% | +23.2% |
| 3Y | +128.7% | +66.1% | +62.6% | +82.9% |
| All | +14.5% | -78.9% | +93.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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