+117.7%
VXUS vs KEEL
+312.2%
-194.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.7% |
| 7D | +1.6% | +21.5% | -19.9% | +0.8% |
| 30D | +1.0% | -3.9% | +4.9% | +1.0% |
| 3M | +5.7% | -34.1% | +39.8% | +6.8% |
| 6M | +13.6% | +82.8% | -69.3% | +10.0% |
| YTD | +17.4% | +58.7% | -41.3% | +13.9% |
| 1Y | +25.1% | +191.4% | -166.3% | +17.5% |
| 3Y | +75.8% | +205.7% | -129.9% | +60.5% |
| 5Y | +55.4% | -37.0% | +92.4% | +42.7% |
| All | +117.7% | +312.2% | -194.4% | +91.3% |
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