+284.1%
MSFT vs KEEL
+309.9%
-25.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -1.0% | +19.3% | -20.3% | -2.0% |
| 30D | -2.7% | +9.1% | -11.8% | -3.4% |
| 3M | +22.1% | -31.5% | +53.7% | +23.5% |
| 6M | +20.6% | +75.8% | -55.3% | +15.4% |
| YTD | +2.3% | +57.9% | -55.6% | -1.9% |
| 1Y | -0.5% | +133.3% | -133.9% | -7.8% |
| 3Y | +50.5% | +204.1% | -153.6% | +32.1% |
| 5Y | +72.3% | -37.5% | +109.9% | +53.4% |
| All | +284.1% | +309.9% | -25.9% | +217.5% |
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 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