+78.5%
VUG vs KEEL
-34.6%
+113.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.5% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | -1.0% | +0.8% | -1.8% | -1.5% |
| 3M | +3.5% | -35.3% | +38.8% | +6.7% |
| 6M | +14.2% | +59.4% | -45.2% | +5.3% |
| YTD | +8.5% | +51.9% | -43.4% | -0.4% |
| 1Y | +12.9% | +75.0% | -62.1% | -1.2% |
| 3Y | +85.6% | +224.5% | -138.9% | +34.3% |
| All | +78.5% | -34.6% | +113.1% | +46.1% |
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