+179.1%
MS vs KEEL
+193.7%
-14.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.5% |
| 7D | +2.5% | +21.5% | -19.0% | +0.4% |
| 30D | 0.0% | -3.9% | +3.8% | -0.2% |
| 3M | +2.4% | -34.1% | +36.5% | +5.4% |
| 6M | +36.4% | +82.8% | -46.4% | +24.5% |
| YTD | +23.8% | +58.7% | -34.9% | +13.7% |
| 1Y | +48.6% | +191.4% | -142.8% | +23.8% |
| 3Y | +179.1% | +205.7% | -26.6% | +118.7% |
| All | +179.1% | +193.7% | -14.6% | +118.7% |
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