+192.3%
SPY vs KEEL
+309.9%
-117.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -0.4% | +19.3% | -19.7% | -1.2% |
| 30D | -1.4% | +9.1% | -10.5% | -2.0% |
| 3M | +3.7% | -31.5% | +35.3% | +4.8% |
| 6M | +13.0% | +75.8% | -62.8% | +8.8% |
| YTD | +12.4% | +57.9% | -45.5% | +8.3% |
| 1Y | +18.5% | +133.3% | -114.8% | +11.0% |
| 3Y | +77.6% | +204.1% | -126.5% | +59.3% |
| 5Y | +81.7% | -37.5% | +119.2% | +64.3% |
| All | +192.3% | +309.9% | -117.6% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling