+141.9%
WFC vs KEEL
+309.9%
-168.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.0% |
| 7D | +0.4% | +19.3% | -18.8% | -0.4% |
| 30D | +2.5% | +9.1% | -6.7% | +1.8% |
| 3M | +10.0% | -31.5% | +41.5% | +11.1% |
| 6M | +15.1% | +75.8% | -60.8% | +10.4% |
| YTD | -2.2% | +57.9% | -60.1% | -6.0% |
| 1Y | +13.5% | +133.3% | -119.9% | +6.0% |
| 3Y | +135.2% | +204.1% | -68.9% | +111.4% |
| 5Y | +128.3% | -37.5% | +165.9% | +106.5% |
| All | +141.9% | +309.9% | -168.0% | +111.0% |
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 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