-20.0%
LVS vs KEEL
+89.9%
-109.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.4% |
| 7D | -3.5% | +2.9% | -6.4% | -3.6% |
| 30D | -6.2% | +0.8% | -7.1% | -6.4% |
| 3M | -14.8% | -35.3% | +20.5% | -14.2% |
| 6M | -20.9% | +59.4% | -80.2% | -22.9% |
| YTD | -33.0% | +51.9% | -85.0% | -34.7% |
| 1Y | -20.0% | +75.0% | -95.0% | -23.1% |
| All | -20.0% | +89.9% | -109.9% | -23.1% |
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