+143.2%
MS vs KEEL
-39.1%
+182.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.7% | +19.3% | -17.6% | -0.2% |
| 30D | 0.0% | +9.1% | -9.1% | -1.3% |
| 3M | +3.0% | -31.5% | +34.5% | +5.5% |
| 6M | +35.7% | +75.8% | -40.1% | +24.4% |
| YTD | +23.3% | +57.9% | -34.6% | +13.4% |
| 1Y | +44.7% | +133.3% | -88.7% | +24.2% |
| 3Y | +178.0% | +204.1% | -26.1% | +113.0% |
| 5Y | +143.2% | -37.5% | +180.7% | +99.2% |
| All | +143.2% | -39.1% | +182.2% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling