+255.9%
SPOT vs KEEL
+294.5%
-38.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.5% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | +7.4% | +0.8% | +6.5% | +6.8% |
| 3M | +8.2% | -35.3% | +43.5% | +10.3% |
| 6M | +2.2% | +59.4% | -57.2% | -4.4% |
| YTD | -9.5% | +51.9% | -61.4% | -15.7% |
| 1Y | -23.8% | +75.0% | -98.8% | -31.5% |
| 3Y | +233.5% | +224.5% | +8.9% | +162.9% |
| 5Y | +112.2% | -35.9% | +148.1% | +74.3% |
| All | +255.9% | +294.5% | -38.6% | +161.1% |
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 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