+150.6%
KMI vs KEEL
-34.6%
+185.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.4% |
| 7D | -1.7% | +2.9% | -4.6% | -1.8% |
| 30D | -2.7% | +0.8% | -3.6% | -3.0% |
| 3M | -0.7% | -35.3% | +34.7% | +0.5% |
| 6M | -5.0% | +59.4% | -64.3% | -8.3% |
| YTD | +15.5% | +51.9% | -36.4% | +11.1% |
| 1Y | +16.4% | +75.0% | -58.6% | +9.7% |
| 3Y | +114.2% | +224.5% | -110.4% | +85.8% |
| All | +150.6% | -34.6% | +185.2% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling