+235.9%
VUG vs KEEL
+309.9%
-74.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.1% | +19.3% | -19.2% | -1.1% |
| 30D | -1.7% | +9.1% | -10.8% | -2.5% |
| 3M | +2.8% | -31.5% | +34.4% | +4.3% |
| 6M | +13.6% | +75.8% | -62.2% | +8.0% |
| YTD | +8.1% | +57.9% | -49.8% | +2.8% |
| 1Y | +13.1% | +133.3% | -120.3% | +3.4% |
| 3Y | +87.0% | +204.1% | -117.1% | +60.9% |
| 5Y | +76.0% | -37.5% | +113.5% | +53.8% |
| All | +235.9% | +309.9% | -74.0% | +171.3% |
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