+638.7%
TER vs KEEL
+294.5%
+344.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.1% |
| 7D | +6.4% | +2.9% | +3.5% | +6.0% |
| 30D | -5.7% | +0.8% | -6.5% | -5.9% |
| 3M | -0.4% | -35.3% | +34.9% | +4.2% |
| 6M | +25.8% | +59.4% | -33.5% | +19.6% |
| YTD | +96.4% | +51.9% | +44.5% | +86.8% |
| 1Y | +229.2% | +75.0% | +154.2% | +203.4% |
| 3Y | +288.1% | +224.5% | +63.6% | +218.4% |
| 5Y | +219.9% | -35.9% | +255.8% | +172.8% |
| All | +638.7% | +294.5% | +344.2% | +474.3% |
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