+0.5%
SPGI vs KEEL
-41.3%
+41.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.4% | -1.5% |
| 7D | -8.9% | +2.7% | -11.6% | -9.1% |
| 30D | +0.6% | +4.6% | -3.9% | +0.1% |
| 3M | +2.0% | -34.5% | +36.4% | +3.2% |
| 6M | +0.1% | +59.3% | -59.2% | -4.8% |
| YTD | -16.4% | +46.4% | -62.8% | -20.5% |
| 1Y | -18.9% | +96.6% | -115.5% | -26.0% |
| 3Y | +13.8% | +182.0% | -168.2% | -6.9% |
| 5Y | +0.5% | -38.2% | +38.8% | -12.9% |
| All | +0.5% | -41.3% | +41.8% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling