+5.4%
MMM vs KEEL
+89.9%
-84.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.2% |
| 7D | -2.1% | +2.9% | -5.0% | -2.2% |
| 30D | -9.8% | +0.8% | -10.7% | -9.9% |
| 3M | +4.9% | -35.3% | +40.3% | +5.8% |
| 6M | +7.3% | +59.4% | -52.0% | +4.4% |
| YTD | +4.5% | +51.9% | -47.4% | +1.5% |
| 1Y | +5.4% | +75.0% | -69.6% | +4.4% |
| All | +5.4% | +89.9% | -84.5% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling