+574.5%
MS vs KEEL
+283.4%
+291.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | 0.0% |
| 7D | +1.4% | +7.8% | -6.4% | +0.9% |
| 30D | -0.3% | -11.7% | +11.5% | +0.2% |
| 3M | +0.3% | -41.5% | +41.8% | +2.6% |
| 6M | +31.3% | +54.9% | -23.6% | +26.2% |
| YTD | +24.7% | +47.7% | -23.0% | +19.6% |
| 1Y | +47.9% | +177.6% | -129.7% | +35.1% |
| 3Y | +178.3% | +164.9% | +13.5% | +146.6% |
| 5Y | +144.9% | -45.9% | +190.8% | +118.5% |
| All | +574.5% | +283.4% | +291.1% | +460.3% |
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