+45.4%
SMR vs KEEL
+197.5%
-152.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.8% | -19.4% | -17.1% |
| 7D | -11.2% | +2.9% | -14.1% | -12.2% |
| 30D | -10.2% | +0.8% | -11.1% | -11.4% |
| 3M | -10.0% | -35.3% | +25.3% | +2.7% |
| 6M | -30.5% | +59.4% | -89.8% | -43.0% |
| YTD | -39.2% | +51.9% | -91.2% | -49.5% |
| 1Y | -75.5% | +75.0% | -150.5% | -80.4% |
| 3Y | +45.4% | +224.5% | -179.1% | +11.1% |
| All | +45.4% | +197.5% | -152.1% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling