+11.3%
NEE vs KEEL
-34.6%
+45.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -3.9% | -0.3% |
| 7D | -1.3% | +2.9% | -4.2% | -1.5% |
| 30D | -3.3% | +0.8% | -4.2% | -3.5% |
| 3M | -2.3% | -35.3% | +33.1% | -1.2% |
| 6M | -8.9% | +59.4% | -68.2% | -11.6% |
| YTD | +4.8% | +51.9% | -47.1% | +1.4% |
| 1Y | +18.7% | +75.0% | -56.3% | +13.3% |
| 3Y | +33.2% | +224.5% | -191.3% | +18.7% |
| All | +11.3% | -34.6% | +45.9% | +3.1% |
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