-27.5%
KWEB vs KEEL
+294.5%
-322.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.4% |
| 7D | -5.6% | +2.9% | -8.4% | -5.8% |
| 30D | -10.7% | +0.8% | -11.5% | -11.0% |
| 3M | -7.4% | -35.3% | +27.9% | -5.6% |
| 6M | -19.3% | +59.4% | -78.7% | -23.6% |
| YTD | -27.8% | +51.9% | -79.7% | -31.7% |
| 1Y | -35.9% | +75.0% | -110.9% | -41.0% |
| 3Y | -1.9% | +224.5% | -226.5% | -18.1% |
| 5Y | -43.2% | -35.9% | -7.3% | -51.1% |
| All | -27.5% | +294.5% | -322.0% | -43.2% |
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