+59.6%
KEYS vs KEEL
-45.0%
+104.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -5.5% |
| 7D | -14.8% | -13.6% | -1.2% | -12.5% |
| 30D | -25.6% | -39.1% | +13.5% | -18.8% |
| 3M | -16.2% | -48.9% | +32.7% | -6.6% |
| 6M | -18.6% | -35.4% | +16.7% | -14.2% |
| YTD | +40.7% | -10.6% | +51.3% | +36.4% |
| 1Y | +59.6% | -45.3% | +104.9% | +61.3% |
| All | +59.6% | -45.0% | +104.6% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling