+203.6%
MNST vs KEEL
+294.5%
-90.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.6% |
| 7D | -1.0% | +2.9% | -3.8% | -1.0% |
| 30D | -5.6% | +0.8% | -6.5% | -5.7% |
| 3M | -5.7% | -35.3% | +29.6% | -5.1% |
| 6M | +12.0% | +59.4% | -47.4% | +9.9% |
| YTD | +13.2% | +51.9% | -38.7% | +10.9% |
| 1Y | +36.1% | +75.0% | -38.9% | +31.8% |
| 3Y | +52.9% | +224.5% | -171.7% | +41.4% |
| 5Y | +81.0% | -35.9% | +116.9% | +69.9% |
| All | +203.6% | +294.5% | -90.9% | +164.2% |
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 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