-46.6%
VG vs KEEL
+27.0%
-73.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.4% | -2.9% | +4.8% |
| 7D | +5.5% | -1.4% | +6.9% | +5.4% |
| 30D | -3.6% | -29.8% | +26.3% | -1.3% |
| 3M | -4.0% | -37.1% | +33.1% | -1.6% |
| 6M | +9.4% | -51.9% | +61.2% | +12.6% |
| YTD | +86.6% | -11.9% | +98.5% | +70.4% |
| 1Y | +69.5% | -38.6% | +108.1% | +63.9% |
| All | -46.6% | +27.0% | -73.6% | -60.5% |
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