+91.2%
SHW vs KEEL
+280.1%
-188.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | -0.8% |
| 7D | -4.5% | +2.7% | -7.1% | -4.5% |
| 30D | -12.7% | +4.6% | -17.2% | -12.9% |
| 3M | +4.7% | -34.5% | +39.2% | +5.4% |
| 6M | -3.4% | +59.3% | -62.7% | -5.6% |
| YTD | -1.3% | +46.4% | -47.7% | -3.6% |
| 1Y | -10.4% | +96.6% | -106.9% | -13.9% |
| 3Y | +20.1% | +182.0% | -161.9% | +11.0% |
| 5Y | +10.5% | -38.2% | +48.7% | +2.6% |
| All | +91.2% | +280.1% | -188.9% | +68.7% |
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