+172.6%
MSCI vs KEEL
+283.4%
-110.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.4% |
| 7D | +0.4% | +7.8% | -7.4% | +0.1% |
| 30D | +0.6% | -11.7% | +12.3% | +0.8% |
| 3M | -7.1% | -41.5% | +34.4% | -5.9% |
| 6M | +0.8% | +54.9% | -54.1% | -2.3% |
| YTD | +1.0% | +47.7% | -46.7% | -2.3% |
| 1Y | +4.3% | +177.6% | -173.3% | -3.1% |
| 3Y | +9.9% | +164.9% | -154.9% | -1.8% |
| 5Y | -6.8% | -45.9% | +39.1% | -16.3% |
| All | +172.6% | +283.4% | -110.9% | +145.8% |
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