+996.6%
LLY vs KEEL
+294.5%
+702.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -0.7% |
| 7D | -2.9% | +2.9% | -5.8% | -3.0% |
| 30D | -8.4% | +0.8% | -9.3% | -8.5% |
| 3M | -3.8% | -35.3% | +31.6% | -3.4% |
| 6M | +11.9% | +59.4% | -47.4% | +10.6% |
| YTD | +4.3% | +51.9% | -47.6% | +3.0% |
| 1Y | +48.5% | +75.0% | -26.5% | +45.6% |
| 3Y | +91.2% | +224.5% | -133.3% | +85.1% |
| 5Y | +387.5% | -35.9% | +423.4% | +374.3% |
| All | +996.6% | +294.5% | +702.1% | +905.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling