+59.9%
VEA vs KEEL
-34.6%
+94.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.8% |
| 7D | -1.5% | +2.9% | -4.3% | -1.7% |
| 30D | -0.8% | +0.8% | -1.7% | -1.1% |
| 3M | +2.5% | -35.3% | +37.8% | +4.5% |
| 6M | +11.1% | +59.4% | -48.2% | +5.9% |
| YTD | +17.2% | +51.9% | -34.7% | +11.3% |
| 1Y | +24.5% | +75.0% | -50.5% | +15.0% |
| 3Y | +75.4% | +224.5% | -149.1% | +44.6% |
| All | +59.9% | -34.6% | +94.5% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling