-9.0%
LVS vs KEEL
+294.5%
-303.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.3% |
| 7D | -3.5% | +2.9% | -6.4% | -3.7% |
| 30D | -6.2% | +0.8% | -7.1% | -6.5% |
| 3M | -14.8% | -35.3% | +20.5% | -13.5% |
| 6M | -20.9% | +59.4% | -80.2% | -24.2% |
| YTD | -33.0% | +51.9% | -85.0% | -36.0% |
| 1Y | -20.0% | +75.0% | -95.0% | -25.4% |
| 3Y | -6.9% | +224.5% | -231.5% | -20.2% |
| 5Y | +9.1% | -35.9% | +45.0% | -4.3% |
| All | -9.0% | +294.5% | -303.5% | -26.7% |
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