+117.5%
V vs KEEL
+312.2%
-194.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.2% | -1.9% |
| 7D | -1.1% | +21.5% | -22.6% | -1.6% |
| 30D | +1.9% | -3.9% | +5.7% | +1.8% |
| 3M | +15.5% | -34.1% | +49.6% | +16.3% |
| 6M | +16.6% | +82.8% | -66.2% | +13.3% |
| YTD | +5.7% | +58.7% | -53.0% | +2.8% |
| 1Y | +8.6% | +191.4% | -182.8% | +2.5% |
| 3Y | +52.5% | +205.7% | -153.2% | +40.1% |
| 5Y | +67.1% | -37.0% | +104.1% | +53.8% |
| All | +117.5% | +312.2% | -194.7% | +92.0% |
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