-20.3%
KMB vs KEEL
+89.9%
-110.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.2% |
| 7D | -6.5% | +2.9% | -9.4% | -6.4% |
| 30D | -8.8% | +0.8% | -9.7% | -8.6% |
| 3M | -2.2% | -35.3% | +33.1% | -2.8% |
| 6M | +0.7% | +59.4% | -58.7% | +0.6% |
| YTD | +1.0% | +51.9% | -50.9% | +0.9% |
| 1Y | -20.3% | +75.0% | -95.3% | -18.5% |
| All | -20.3% | +89.9% | -110.2% | -18.5% |
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