+7.2%
VNQ vs KEEL
-34.6%
+41.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.5% |
| 7D | -1.3% | +2.9% | -4.2% | -1.4% |
| 30D | -2.6% | +0.8% | -3.4% | -2.8% |
| 3M | -2.0% | -35.3% | +33.3% | -0.6% |
| 6M | +4.3% | +59.4% | -55.0% | -0.1% |
| YTD | +9.2% | +51.9% | -42.7% | +4.2% |
| 1Y | +5.6% | +75.0% | -69.4% | -1.7% |
| 3Y | +30.8% | +224.5% | -193.7% | +9.4% |
| All | +7.2% | -34.6% | +41.9% | -6.7% |
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