+18.9%
MCD vs KEEL
-41.3%
+60.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | -0.1% |
| 7D | -2.5% | +2.7% | -5.2% | -2.6% |
| 30D | -7.0% | +4.6% | -11.6% | -7.1% |
| 3M | -9.8% | -34.5% | +24.7% | -9.5% |
| 6M | -21.8% | +59.3% | -81.0% | -22.8% |
| YTD | -15.6% | +46.4% | -62.0% | -16.7% |
| 1Y | -15.2% | +96.6% | -111.7% | -17.3% |
| 3Y | -2.6% | +182.0% | -184.5% | -7.8% |
| 5Y | +18.9% | -38.2% | +57.1% | +15.0% |
| All | +18.9% | -41.3% | +60.2% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling