+79.2%
VZ vs KEEL
+209.2%
-129.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -1.0% | +19.3% | -20.2% | -0.6% |
| 30D | +5.8% | +9.1% | -3.4% | +6.1% |
| 3M | +10.5% | -31.5% | +42.1% | +10.2% |
| 6M | +1.8% | +75.8% | -74.0% | +3.4% |
| YTD | +28.3% | +57.9% | -29.6% | +30.2% |
| 1Y | +22.0% | +133.3% | -111.4% | +24.5% |
| All | +79.2% | +209.2% | -129.9% | +73.3% |
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 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