-44.1%
VG vs KEEL
+19.6%
-63.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.8% | +10.5% | +5.2% |
| 7D | +15.1% | +18.2% | -3.1% | +13.3% |
| 30D | -4.2% | -32.1% | +27.9% | -1.6% |
| 3M | -3.1% | -44.9% | +41.8% | +0.5% |
| 6M | +0.3% | -52.1% | +52.4% | +3.2% |
| YTD | +95.5% | -17.0% | +112.5% | +79.3% |
| 1Y | +64.4% | -38.5% | +102.9% | +58.2% |
| All | -44.1% | +19.6% | -63.7% | -58.4% |
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