+70.3%
VXUS vs KEEL
+186.7%
-116.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.8% |
| 7D | -1.9% | +2.7% | -4.6% | -2.1% |
| 30D | -0.7% | +4.6% | -5.3% | -1.2% |
| 3M | +4.9% | -34.5% | +39.4% | +6.7% |
| 6M | +9.7% | +59.3% | -49.6% | +5.3% |
| YTD | +15.0% | +46.4% | -31.4% | +10.4% |
| 1Y | +22.4% | +96.6% | -74.1% | +13.8% |
| All | +70.3% | +186.7% | -116.4% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling