-38.0%
VG vs KEEL
+128.8%
-166.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.3% | +1.5% |
| 7D | -2.5% | +21.5% | -24.0% | -4.2% |
| 30D | +11.1% | -3.9% | +15.0% | +10.9% |
| 3M | +14.9% | -34.1% | +49.0% | +18.0% |
| 6M | +18.4% | +82.8% | -64.5% | +2.8% |
| YTD | +116.6% | +58.7% | +57.9% | +90.0% |
| 1Y | +9.4% | +191.4% | -182.0% | -31.7% |
| All | -38.0% | +128.8% | -166.9% | -55.9% |
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