+73.0%
LMT vs KEEL
-34.6%
+107.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.1% |
| 7D | -0.2% | +2.9% | -3.1% | -0.2% |
| 30D | -13.1% | +0.8% | -13.9% | -13.1% |
| 3M | -3.9% | -35.3% | +31.5% | -3.9% |
| 6M | -18.3% | +59.4% | -77.6% | -18.6% |
| YTD | +10.3% | +51.9% | -41.6% | +9.8% |
| 1Y | +14.2% | +75.0% | -60.8% | +13.8% |
| 3Y | +35.0% | +224.5% | -189.6% | +33.6% |
| All | +73.0% | -34.6% | +107.6% | +73.8% |
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