-9.5%
LVS vs KEEL
+280.1%
-289.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | -1.3% |
| 7D | -4.3% | +2.7% | -7.0% | -4.5% |
| 30D | -6.8% | +4.6% | -11.4% | -7.3% |
| 3M | -15.6% | -34.5% | +18.9% | -14.4% |
| 6M | -20.6% | +59.3% | -79.9% | -23.9% |
| YTD | -33.4% | +46.4% | -79.8% | -36.2% |
| 1Y | -20.1% | +96.6% | -116.7% | -26.0% |
| 3Y | -7.4% | +182.0% | -189.4% | -20.0% |
| 5Y | +8.5% | -38.2% | +46.7% | -4.6% |
| All | -9.5% | +280.1% | -289.6% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling