-39.3%
VG vs KEEL
+112.9%
-152.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.7% |
| 7D | +1.7% | +7.8% | -6.1% | +1.0% |
| 30D | +16.0% | -11.7% | +27.7% | +16.6% |
| 3M | +9.7% | -41.5% | +51.2% | +13.9% |
| 6M | +29.6% | +54.9% | -25.3% | +15.0% |
| YTD | +112.0% | +47.7% | +64.4% | +87.2% |
| 1Y | +12.8% | +177.6% | -164.8% | -29.8% |
| All | -39.3% | +112.9% | -152.2% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling