+87.9%
SPGI vs KEEL
+312.2%
-224.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.5% | -10.7% | -3.4% |
| 7D | -2.5% | +21.5% | -24.0% | -2.9% |
| 30D | +5.4% | -3.9% | +9.3% | +5.4% |
| 3M | +9.0% | -34.1% | +43.1% | +9.7% |
| 6M | +0.8% | +82.8% | -82.1% | -1.9% |
| YTD | -12.6% | +58.7% | -71.3% | -14.7% |
| 1Y | -16.1% | +191.4% | -207.5% | -20.4% |
| 3Y | +19.0% | +205.7% | -186.8% | +10.1% |
| 5Y | +5.1% | -37.0% | +42.1% | -3.1% |
| All | +87.9% | +312.2% | -224.2% | +78.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling