-35.7%
VG vs KEEL
+127.6%
-163.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +3.8% | +19.3% | -15.5% | +2.2% |
| 30D | +7.2% | +9.1% | -1.9% | +6.0% |
| 3M | +22.8% | -31.5% | +54.3% | +25.6% |
| 6M | +33.2% | +75.8% | -42.6% | +16.5% |
| YTD | +124.8% | +57.9% | +66.9% | +97.3% |
| 1Y | +15.8% | +133.3% | -117.5% | -21.0% |
| All | -35.7% | +127.6% | -163.3% | -54.2% |
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