+1,043.9%
WDC vs KEEL
+280.1%
+763.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -3.7% |
| 7D | +4.4% | +2.7% | +1.7% | +4.1% |
| 30D | +5.3% | +4.6% | +0.7% | +4.6% |
| 3M | -5.9% | -34.5% | +28.6% | -2.4% |
| 6M | +73.2% | +59.3% | +14.0% | +66.3% |
| YTD | +167.8% | +46.4% | +121.5% | +157.8% |
| 1Y | +386.0% | +96.6% | +289.4% | +350.3% |
| 3Y | +1,309.7% | +182.0% | +1,127.7% | +1,111.5% |
| 5Y | +957.1% | -38.2% | +995.3% | +822.7% |
| All | +1,043.9% | +280.1% | +763.8% | +814.2% |
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 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