-31.8%
LVS vs KEEL
-45.0%
+13.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.1% | +10.6% | +6.6% |
| 7D | +13.4% | -13.6% | +27.0% | +13.9% |
| 30D | +12.2% | -39.1% | +51.3% | +14.0% |
| 3M | -10.7% | -48.9% | +38.2% | -8.8% |
| 6M | -19.8% | -35.4% | +15.6% | -20.0% |
| YTD | -35.8% | -10.6% | -25.2% | -37.8% |
| 1Y | -31.8% | -45.3% | +13.5% | -32.6% |
| All | -31.8% | -45.0% | +13.2% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling