+6.4%
LVS vs KEEL
-34.6%
+41.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.2% |
| 7D | -3.5% | +2.9% | -6.4% | -3.8% |
| 30D | -6.2% | +0.8% | -7.1% | -6.7% |
| 3M | -14.8% | -35.3% | +20.5% | -12.7% |
| 6M | -20.9% | +59.4% | -80.2% | -26.4% |
| YTD | -33.0% | +51.9% | -85.0% | -38.1% |
| 1Y | -20.0% | +75.0% | -95.0% | -29.4% |
| 3Y | -6.9% | +224.5% | -231.5% | -32.1% |
| All | +6.4% | -34.6% | +41.0% | -11.9% |
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