+47.5%
MCD vs KEEL
+105.5%
-58.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 3M | +0.6% | -43.8% | +44.4% | +1.0% |
| 6M | 0.0% | -55.2% | +55.2% | +0.4% |
| YTD | -9.3% | -20.9% | +11.6% | -9.8% |
| 1Y | -9.3% | -28.5% | +19.2% | -9.8% |
| 3Y | +8.6% | +66.1% | -57.5% | +5.1% |
| 5Y | +21.9% | -78.3% | +100.2% | +19.3% |
| All | +47.5% | +105.5% | -58.0% | +38.4% |
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