-10.7%
W vs KEEL
+294.5%
-305.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.6% | +0.5% |
| 7D | -0.9% | +2.9% | -3.7% | -1.4% |
| 30D | -4.2% | +0.8% | -5.1% | -4.9% |
| 3M | +26.9% | -35.3% | +62.2% | +32.7% |
| 6M | +31.2% | +59.4% | -28.1% | +15.9% |
| YTD | -1.8% | +51.9% | -53.7% | -13.6% |
| 1Y | +9.3% | +75.0% | -65.7% | -10.6% |
| 3Y | +33.2% | +224.5% | -191.3% | -11.8% |
| 5Y | -62.4% | -35.9% | -26.5% | -72.3% |
| All | -10.7% | +294.5% | -305.2% | -48.2% |
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 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