+52.0%
V vs KEEL
+186.7%
-134.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.2% | +0.1% |
| 7D | -3.0% | +2.7% | -5.7% | -3.1% |
| 30D | +1.2% | +4.6% | -3.3% | +1.0% |
| 3M | +13.9% | -34.5% | +48.4% | +14.6% |
| 6M | +17.2% | +59.3% | -42.0% | +13.9% |
| YTD | +5.3% | +46.4% | -41.0% | +2.2% |
| 1Y | +9.5% | +96.6% | -87.1% | +3.4% |
| All | +52.0% | +186.7% | -134.7% | +36.2% |
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