+76.3%
PAYX vs KEEL
+294.5%
-218.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.4% |
| 7D | -4.9% | +2.9% | -7.7% | -5.0% |
| 30D | -3.8% | +0.8% | -4.6% | -4.0% |
| 3M | +17.9% | -35.3% | +53.2% | +18.7% |
| 6M | +26.1% | +59.4% | -33.3% | +22.6% |
| YTD | +6.7% | +51.9% | -45.2% | +3.6% |
| 1Y | -10.7% | +75.0% | -85.7% | -14.6% |
| 3Y | +7.0% | +224.5% | -217.6% | -3.3% |
| 5Y | +22.6% | -35.9% | +58.5% | +12.1% |
| All | +76.3% | +294.5% | -218.2% | +50.0% |
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