+25.7%
MMM vs KEEL
-41.3%
+67.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.3% | -0.5% |
| 7D | -3.2% | +2.7% | -5.9% | -3.4% |
| 30D | -10.7% | +4.6% | -15.2% | -11.2% |
| 3M | +4.3% | -34.5% | +38.8% | +5.9% |
| 6M | +5.9% | +59.3% | -53.4% | +0.8% |
| YTD | +3.2% | +46.4% | -43.2% | -1.8% |
| 1Y | +8.0% | +96.6% | -88.6% | -1.4% |
| 3Y | +99.1% | +182.0% | -82.9% | +67.0% |
| 5Y | +25.7% | -38.2% | +64.0% | +6.5% |
| All | +25.7% | -41.3% | +67.0% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling