+603.4%
KGC vs KEEL
+309.9%
+293.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -0.1% | +19.3% | -19.4% | -1.1% |
| 30D | +10.5% | +9.1% | +1.4% | +9.8% |
| 3M | +19.8% | -31.5% | +51.3% | +21.4% |
| 6M | -6.7% | +75.8% | -82.5% | -10.1% |
| YTD | +7.8% | +57.9% | -50.1% | +4.0% |
| 1Y | +35.7% | +133.3% | -97.7% | +27.8% |
| 3Y | +553.7% | +204.1% | +349.6% | +490.7% |
| 5Y | +461.7% | -37.5% | +499.2% | +408.7% |
| All | +603.4% | +309.9% | +293.5% | +511.1% |
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