+8.6%
MCD vs KEEL
+53.7%
-45.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +14.1% | -27.1% | +41.2% | +14.0% |
| 3M | +0.6% | -43.8% | +44.4% | +0.4% |
| 6M | 0.0% | -55.2% | +55.2% | -0.4% |
| YTD | -9.3% | -20.9% | +11.6% | -10.1% |
| 1Y | -9.3% | -28.5% | +19.2% | -10.1% |
| 3Y | +8.6% | +66.1% | -57.5% | +9.5% |
| All | +8.6% | +53.7% | -45.1% | +9.5% |
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