+57.4%
VZ vs KEEL
+53.7%
+3.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +4.4% | -27.1% | +31.4% | +3.7% |
| 3M | -2.4% | -43.8% | +41.4% | -3.5% |
| 6M | +1.4% | -55.2% | +56.6% | +0.1% |
| YTD | +21.4% | -20.9% | +42.2% | +21.8% |
| 1Y | +20.3% | -28.5% | +48.7% | +20.6% |
| 3Y | +57.4% | +66.1% | -8.7% | +59.0% |
| All | +57.4% | +53.7% | +3.7% | +59.0% |
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