+169.1%
MET vs KEEL
+280.1%
-111.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +1.4% |
| 7D | -2.5% | +2.7% | -5.2% | -2.6% |
| 30D | 0.0% | +4.6% | -4.6% | -0.3% |
| 3M | +13.1% | -34.5% | +47.5% | +14.0% |
| 6M | +39.0% | +59.3% | -20.3% | +35.1% |
| YTD | +25.2% | +46.4% | -21.2% | +21.6% |
| 1Y | +25.6% | +96.6% | -70.9% | +19.7% |
| 3Y | +67.1% | +182.0% | -114.9% | +53.0% |
| 5Y | +85.1% | -38.2% | +123.4% | +71.1% |
| All | +169.1% | +280.1% | -111.0% | +129.5% |
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