+44.2%
KGC vs KEEL
+169.0%
-124.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.8% |
| 7D | -1.3% | +7.8% | -9.0% | -2.3% |
| 30D | +20.3% | -11.7% | +32.0% | +21.7% |
| 3M | +8.1% | -41.5% | +49.6% | +13.9% |
| 6M | -8.8% | +54.9% | -63.7% | -15.7% |
| YTD | +10.1% | +47.7% | -37.6% | +1.2% |
| 1Y | +44.2% | +177.6% | -133.4% | +58.5% |
| All | +44.2% | +169.0% | -124.8% | +58.5% |
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