+5.6%
MSCI vs KEEL
-78.9%
+84.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +1.6% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +17.8% | -27.1% | +44.9% | +19.5% |
| 3M | +15.2% | -43.8% | +59.0% | +18.2% |
| 6M | +16.5% | -55.2% | +71.7% | +19.7% |
| YTD | +16.4% | -20.9% | +37.2% | +12.6% |
| 1Y | +16.8% | -28.5% | +45.3% | +13.5% |
| 3Y | +35.8% | +66.1% | -30.3% | +4.7% |
| All | +5.6% | -78.9% | +84.5% | +9.6% |
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