-2.6%
MCD vs KEEL
+209.2%
-211.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.9% | +19.3% | -22.2% | -2.8% |
| 30D | -6.7% | +9.1% | -15.9% | -6.7% |
| 3M | -9.6% | -31.5% | +22.0% | -9.5% |
| 6M | -22.3% | +75.8% | -98.1% | -22.9% |
| YTD | -15.4% | +57.9% | -73.3% | -16.1% |
| 1Y | -16.8% | +133.3% | -150.1% | -18.2% |
| All | -2.6% | +209.2% | -211.8% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling