-9.5%
W vs KEEL
+312.2%
-321.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -6.9% | -0.7% |
| 7D | +6.5% | +21.5% | -15.0% | +3.1% |
| 30D | -6.2% | -3.9% | -2.4% | -6.2% |
| 3M | +48.9% | -34.1% | +83.0% | +55.3% |
| 6M | +31.2% | +82.8% | -51.6% | +13.2% |
| YTD | -0.4% | +58.7% | -59.2% | -13.0% |
| 1Y | +14.8% | +191.4% | -176.6% | -14.7% |
| 3Y | +40.5% | +205.7% | -165.2% | -6.3% |
| 5Y | -62.1% | -37.0% | -25.1% | -72.2% |
| All | -9.5% | +312.2% | -321.6% | -47.9% |
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