+16.7%
VEEV vs KEEL
+197.5%
-180.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.5% |
| 7D | -4.6% | +2.9% | -7.5% | -4.7% |
| 30D | +8.6% | +0.8% | +7.8% | +8.5% |
| 3M | +62.4% | -35.3% | +97.8% | +63.6% |
| 6M | +40.3% | +59.4% | -19.1% | +36.0% |
| YTD | +17.5% | +51.9% | -34.4% | +13.8% |
| 1Y | -6.1% | +75.0% | -81.1% | -10.8% |
| 3Y | +16.7% | +224.5% | -207.9% | +10.8% |
| All | +16.7% | +197.5% | -180.8% | +10.8% |
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