+67.3%
MNST vs KEEL
+53.7%
+13.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +1.9% |
| 7D | +1.6% | -0.5% | +2.2% | +1.6% |
| 30D | +5.1% | -27.1% | +32.1% | +5.0% |
| 3M | -0.5% | -43.8% | +43.3% | -0.7% |
| 6M | +8.1% | -55.2% | +63.3% | +7.8% |
| YTD | +21.2% | -20.9% | +42.0% | +20.5% |
| 1Y | +30.7% | -28.5% | +59.2% | +29.9% |
| 3Y | +67.3% | +66.1% | +1.2% | +67.0% |
| All | +67.3% | +53.7% | +13.6% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling