+55.3%
MMM vs KEEL
+309.9%
-254.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | -2.6% | +19.3% | -21.9% | -3.2% |
| 30D | -9.3% | +9.1% | -18.4% | -9.7% |
| 3M | +5.6% | -31.5% | +37.1% | +6.4% |
| 6M | +9.5% | +75.8% | -66.4% | +6.3% |
| YTD | +4.1% | +57.9% | -53.7% | +1.2% |
| 1Y | +9.4% | +133.3% | -124.0% | +3.9% |
| 3Y | +101.0% | +204.1% | -103.1% | +85.0% |
| 5Y | +26.1% | -37.5% | +63.7% | +16.2% |
| All | +55.3% | +309.9% | -254.6% | +30.2% |
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