+73.9%
MSFT vs KEEL
-34.6%
+108.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | +0.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | +0.8% | +0.8% | 0.0% | +0.3% |
| 3M | +27.2% | -35.3% | +62.5% | +30.3% |
| 6M | +22.9% | +59.4% | -36.5% | +14.8% |
| YTD | +3.1% | +51.9% | -48.8% | -4.0% |
| 1Y | -0.3% | +75.0% | -75.3% | -10.8% |
| 3Y | +50.1% | +224.5% | -174.4% | +13.5% |
| All | +73.9% | -34.6% | +108.5% | +49.1% |
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