+90.1%
KEYS vs KEEL
-34.6%
+124.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +3.5% |
| 7D | +3.5% | +2.9% | +0.6% | +3.1% |
| 30D | -4.5% | +0.8% | -5.3% | -4.9% |
| 3M | -0.4% | -35.3% | +34.9% | +3.6% |
| 6M | +19.1% | +59.4% | -40.2% | +10.1% |
| YTD | +66.7% | +51.9% | +14.7% | +53.4% |
| 1Y | +96.5% | +75.0% | +21.5% | +72.6% |
| 3Y | +155.2% | +224.5% | -69.4% | +88.9% |
| All | +90.1% | -34.6% | +124.7% | +59.4% |
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