+635.4%
P vs KEEL
+294.5%
+341.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.6% | +4.0% |
| 7D | -1.3% | +2.9% | -4.2% | -1.6% |
| 30D | -11.9% | +0.8% | -12.7% | -12.3% |
| 3M | +41.6% | -35.3% | +76.9% | +46.0% |
| 6M | +58.1% | +59.4% | -1.2% | +48.9% |
| YTD | +46.5% | +51.9% | -5.4% | +37.9% |
| 1Y | +19.1% | +75.0% | -55.9% | +9.1% |
| 3Y | +150.6% | +224.5% | -74.0% | +108.7% |
| 5Y | +271.8% | -35.9% | +307.7% | +219.5% |
| All | +635.4% | +294.5% | +341.0% | +457.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling