+79.7%
KRE vs KEEL
+280.1%
-200.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.8% |
| 7D | -1.4% | +2.7% | -4.1% | -1.6% |
| 30D | -3.9% | +4.6% | -8.5% | -4.3% |
| 3M | +3.6% | -34.5% | +38.1% | +4.9% |
| 6M | +15.4% | +59.3% | -43.9% | +11.2% |
| YTD | +15.2% | +46.4% | -31.2% | +11.0% |
| 1Y | +16.5% | +96.6% | -80.1% | +9.3% |
| 3Y | +85.2% | +182.0% | -96.8% | +66.3% |
| 5Y | +33.1% | -38.2% | +71.3% | +20.1% |
| All | +79.7% | +280.1% | -200.4% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling