+537.2%
MCK vs KEEL
+294.5%
+242.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | +0.1% |
| 7D | -2.9% | +2.9% | -5.8% | -2.9% |
| 30D | +0.4% | +0.8% | -0.4% | +0.5% |
| 3M | +12.1% | -35.3% | +47.4% | +12.0% |
| 6M | -5.4% | +59.4% | -64.8% | -5.4% |
| YTD | +7.8% | +51.9% | -44.1% | +7.9% |
| 1Y | +22.9% | +75.0% | -52.1% | +23.1% |
| 3Y | +110.7% | +224.5% | -113.8% | +109.0% |
| 5Y | +346.2% | -35.9% | +382.1% | +344.7% |
| All | +537.2% | +294.5% | +242.7% | +509.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling