+52.0%
KR vs KEEL
-34.6%
+86.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.8% |
| 7D | -0.2% | +2.9% | -3.1% | -0.1% |
| 30D | +5.1% | +0.8% | +4.2% | +5.2% |
| 3M | -8.2% | -35.3% | +27.2% | -8.5% |
| 6M | -18.0% | +59.4% | -77.4% | -17.3% |
| YTD | -4.8% | +51.9% | -56.7% | -3.9% |
| 1Y | -11.0% | +75.0% | -86.0% | -9.8% |
| 3Y | +37.7% | +224.5% | -186.9% | +41.9% |
| All | +52.0% | -34.6% | +86.6% | +43.5% |
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