-13.0%
KMB vs KEEL
+186.7%
-199.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | -0.3% |
| 7D | -7.7% | +2.7% | -10.4% | -7.6% |
| 30D | -8.2% | +4.6% | -12.8% | -8.1% |
| 3M | -1.9% | -34.5% | +32.6% | -2.2% |
| 6M | -0.7% | +59.3% | -59.9% | -0.4% |
| YTD | +1.4% | +46.4% | -45.0% | +1.6% |
| 1Y | -19.1% | +96.6% | -115.7% | -18.7% |
| All | -13.0% | +186.7% | -199.6% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling