+151.2%
MA vs KEEL
+105.5%
+45.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +9.6% | -27.1% | +36.7% | +10.4% |
| 3M | +16.8% | -43.8% | +60.6% | +18.3% |
| 6M | +35.2% | -55.2% | +90.4% | +37.0% |
| YTD | +16.6% | -20.9% | +37.4% | +14.8% |
| 1Y | +19.8% | -28.5% | +48.2% | +18.2% |
| 3Y | +70.7% | +66.1% | +4.6% | +56.9% |
| 5Y | +87.4% | -78.3% | +165.7% | +74.4% |
| All | +151.2% | +105.5% | +45.6% | +121.6% |
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