+199.9%
SE vs KEEL
+294.5%
-94.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.8% |
| 7D | -5.2% | +2.9% | -8.1% | -5.6% |
| 30D | -17.1% | +0.8% | -17.9% | -17.5% |
| 3M | +24.0% | -35.3% | +59.3% | +27.8% |
| 6M | +21.0% | +59.4% | -38.4% | +10.5% |
| YTD | -16.7% | +51.9% | -68.6% | -24.3% |
| 1Y | -45.9% | +75.0% | -120.9% | -53.1% |
| 3Y | +177.8% | +224.5% | -46.7% | +101.4% |
| 5Y | -67.4% | -35.9% | -31.5% | -74.3% |
| All | +199.9% | +294.5% | -94.5% | +96.5% |
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