+260.9%
MXL vs KEEL
+294.5%
-33.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.8% | +7.0% |
| 7D | +18.9% | +2.9% | +16.0% | +18.4% |
| 30D | +0.3% | +0.8% | -0.5% | +0.2% |
| 3M | -8.0% | -35.3% | +27.3% | -2.2% |
| 6M | +341.2% | +59.4% | +281.9% | +320.5% |
| YTD | +327.8% | +51.9% | +275.9% | +306.2% |
| 1Y | +364.9% | +75.0% | +289.9% | +326.4% |
| 3Y | +229.2% | +224.5% | +4.7% | +171.4% |
| 5Y | +42.8% | -35.9% | +78.7% | +21.1% |
| All | +260.9% | +294.5% | -33.5% | +272.3% |
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