+125.0%
SU vs KEEL
+197.5%
-72.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.2% |
| 7D | +2.2% | +2.9% | -0.7% | +2.1% |
| 30D | +8.4% | +0.8% | +7.6% | +8.3% |
| 3M | +12.1% | -35.3% | +47.4% | +13.0% |
| 6M | +19.7% | +59.4% | -39.7% | +16.5% |
| YTD | +58.4% | +51.9% | +6.5% | +53.9% |
| 1Y | +67.2% | +75.0% | -7.8% | +59.3% |
| 3Y | +125.0% | +224.5% | -99.5% | +95.6% |
| All | +125.0% | +197.5% | -72.5% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling