+2,423.9%
MUU vs KEEL
+93.3%
+2,330.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.1% | -4.8% |
| 7D | +3.6% | +2.7% | +0.9% | +1.8% |
| 30D | +22.3% | +4.6% | +17.8% | +17.8% |
| 3M | -8.2% | -34.5% | +26.3% | +21.1% |
| 6M | +256.3% | +59.3% | +197.1% | +216.2% |
| YTD | +534.4% | +46.4% | +488.0% | +471.0% |
| 1Y | +2,163.5% | +96.6% | +2,066.9% | +1,400.4% |
| All | +2,423.9% | +93.3% | +2,330.6% | +1,287.6% |
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 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