+110.4%
SLB vs KEEL
+312.2%
-201.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.0% |
| 7D | +0.4% | +21.5% | -21.1% | -0.3% |
| 30D | +13.6% | -3.9% | +17.5% | +13.5% |
| 3M | +1.5% | -34.1% | +35.6% | +2.4% |
| 6M | +23.0% | +82.8% | -59.8% | +19.0% |
| YTD | +51.2% | +58.7% | -7.5% | +46.6% |
| 1Y | +63.5% | +191.4% | -127.9% | +53.1% |
| 3Y | +2.5% | +205.7% | -203.2% | -6.5% |
| 5Y | +139.2% | -37.0% | +176.2% | +119.0% |
| All | +110.4% | +312.2% | -201.8% | +87.4% |
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