+31.8%
VZ vs KEEL
+280.1%
-248.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.7% | +0.5% |
| 7D | -1.2% | +2.7% | -3.9% | -1.2% |
| 30D | +5.7% | +4.6% | +1.2% | +5.7% |
| 3M | +8.2% | -34.5% | +42.7% | +8.3% |
| 6M | +1.7% | +59.3% | -57.5% | +1.6% |
| YTD | +28.9% | +46.4% | -17.5% | +28.7% |
| 1Y | +22.7% | +96.6% | -73.8% | +22.2% |
| 3Y | +82.7% | +182.0% | -99.3% | +79.9% |
| 5Y | +26.4% | -38.2% | +64.6% | +24.0% |
| All | +31.8% | +280.1% | -248.3% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling