+44.1%
WM vs KEEL
+210.8%
-166.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.0% | -0.4% |
| 7D | -0.9% | +21.5% | -22.4% | -0.6% |
| 30D | -4.3% | -3.9% | -0.5% | -4.3% |
| 3M | +0.8% | -34.1% | +34.9% | +0.7% |
| 6M | -10.8% | +82.8% | -93.6% | -10.7% |
| YTD | -0.1% | +58.7% | -58.8% | 0.0% |
| 1Y | +1.0% | +191.4% | -190.4% | +0.1% |
| All | +44.1% | +210.8% | -166.7% | +44.2% |
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 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