+38.7%
MCD vs KEEL
+283.4%
-244.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -1.6% |
| 7D | -2.8% | +7.8% | -10.6% | -2.9% |
| 30D | -6.0% | -11.7% | +5.7% | -6.0% |
| 3M | -5.6% | -41.5% | +35.9% | -5.2% |
| 6M | -21.9% | +54.9% | -76.8% | -22.6% |
| YTD | -14.7% | +47.7% | -62.4% | -15.6% |
| 1Y | -17.3% | +177.6% | -194.9% | -19.2% |
| 3Y | -2.2% | +164.9% | -167.0% | -5.6% |
| 5Y | +20.3% | -45.9% | +66.2% | +16.7% |
| All | +38.7% | +283.4% | -244.7% | +29.5% |
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 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