-9.1%
KMB vs KEEL
+294.5%
-303.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.3% |
| 7D | -6.5% | +2.9% | -9.4% | -6.5% |
| 30D | -8.8% | +0.8% | -9.7% | -8.8% |
| 3M | -2.2% | -35.3% | +33.1% | -2.3% |
| 6M | +0.7% | +59.4% | -58.7% | +1.0% |
| YTD | +1.0% | +51.9% | -50.9% | +1.4% |
| 1Y | -20.3% | +75.0% | -95.3% | -19.8% |
| 3Y | -13.3% | +224.5% | -237.8% | -12.1% |
| 5Y | -12.9% | -35.9% | +23.0% | -12.2% |
| All | -9.1% | +294.5% | -303.6% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling