+123.7%
MS vs KEEL
-74.1%
+197.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.4% | -6.8% | +0.7% |
| 7D | -1.7% | -1.4% | -0.3% | -1.9% |
| 30D | +0.9% | -29.8% | +30.8% | +4.0% |
| 3M | -10.8% | -37.1% | +26.2% | -7.7% |
| 6M | +0.9% | -51.9% | +52.8% | +5.9% |
| YTD | +9.8% | -11.9% | +21.7% | +6.3% |
| 1Y | +17.1% | -38.6% | +55.7% | +16.8% |
| 3Y | +175.7% | +72.5% | +103.2% | +122.6% |
| All | +123.7% | -74.1% | +197.7% | +101.5% |
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