+79.8%
SPGI vs KEEL
+294.5%
-214.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | 0.0% |
| 7D | -7.4% | +2.9% | -10.3% | -7.5% |
| 30D | +0.4% | +0.8% | -0.5% | +0.2% |
| 3M | +5.3% | -35.3% | +40.6% | +5.9% |
| 6M | +1.7% | +59.4% | -57.7% | -0.6% |
| YTD | -16.4% | +51.9% | -68.3% | -18.3% |
| 1Y | -20.5% | +75.0% | -95.5% | -23.3% |
| 3Y | +14.2% | +224.5% | -210.3% | +5.5% |
| 5Y | +0.6% | -35.9% | +36.5% | -7.1% |
| All | +79.8% | +294.5% | -214.7% | +70.8% |
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