+445.3%
MP vs KEEL
+920.6%
-475.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.7% |
| 7D | -2.9% | +7.8% | -10.6% | -4.3% |
| 30D | +13.8% | -11.7% | +25.5% | +15.5% |
| 3M | -16.7% | -41.5% | +24.8% | -9.6% |
| 6M | -11.5% | +54.9% | -66.4% | -21.2% |
| YTD | +7.9% | +47.7% | -39.7% | -3.8% |
| 1Y | -15.0% | +177.6% | -192.6% | -34.3% |
| 3Y | +153.5% | +164.9% | -11.4% | +72.8% |
| 5Y | +58.7% | -45.9% | +104.5% | +22.2% |
| All | +445.3% | +920.6% | -475.3% | +200.2% |
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