+34.0%
SYK vs KEEL
+280.1%
-246.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.3% | -1.8% |
| 7D | -12.3% | +2.7% | -15.0% | -12.4% |
| 30D | -22.4% | +4.6% | -27.0% | -22.6% |
| 3M | -12.3% | -34.5% | +22.1% | -11.8% |
| 6M | -24.3% | +59.3% | -83.6% | -26.2% |
| YTD | -22.8% | +46.4% | -69.1% | -24.8% |
| 1Y | -28.8% | +96.6% | -125.3% | -32.0% |
| 3Y | -4.0% | +182.0% | -185.9% | -12.0% |
| 5Y | +3.8% | -38.2% | +42.1% | -4.6% |
| All | +34.0% | +280.1% | -246.1% | +18.1% |
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