+5.2%
VUG vs KEEL
-45.0%
+50.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.7% | +1.9% |
| 7D | -3.0% | -13.6% | +10.6% | -1.9% |
| 30D | -6.4% | -39.1% | +32.7% | -2.5% |
| 3M | -3.2% | -48.9% | +45.7% | +1.8% |
| 6M | +3.1% | -35.4% | +38.5% | +4.6% |
| YTD | +6.3% | -10.6% | +16.9% | +3.0% |
| 1Y | +5.2% | -45.3% | +50.5% | +4.5% |
| All | +5.2% | -45.0% | +50.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling