+116.5%
MA vs KEEL
+312.2%
-195.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -1.7% |
| 7D | -1.8% | +21.5% | -23.3% | -2.4% |
| 30D | +1.4% | -3.9% | +5.3% | +1.4% |
| 3M | +17.7% | -34.1% | +51.8% | +18.7% |
| 6M | +9.7% | +82.8% | -73.2% | +6.0% |
| YTD | +0.5% | +58.7% | -58.2% | -2.8% |
| 1Y | -2.1% | +191.4% | -193.5% | -8.5% |
| 3Y | +40.1% | +205.7% | -165.6% | +26.6% |
| 5Y | +67.5% | -37.0% | +104.5% | +52.1% |
| All | +116.5% | +312.2% | -195.6% | +87.7% |
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 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