+87.1%
KEY vs KEEL
+312.2%
-225.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -2.1% |
| 7D | +2.7% | +21.5% | -18.8% | +1.8% |
| 30D | -3.2% | -3.9% | +0.6% | -3.3% |
| 3M | +1.0% | -34.1% | +35.1% | +2.2% |
| 6M | +11.9% | +82.8% | -71.0% | +7.3% |
| YTD | +8.7% | +58.7% | -50.0% | +4.5% |
| 1Y | +18.5% | +191.4% | -172.9% | +9.2% |
| 3Y | +124.0% | +205.7% | -81.8% | +101.5% |
| 5Y | +40.8% | -37.0% | +77.8% | +26.7% |
| All | +87.1% | +312.2% | -225.1% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling