+374.1%
WMB vs KEEL
+312.2%
+61.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.5% | -5.2% | +2.1% |
| 7D | +0.8% | +21.5% | -20.7% | +0.4% |
| 30D | +7.7% | -3.9% | +11.6% | +7.7% |
| 3M | +6.7% | -34.1% | +40.8% | +7.3% |
| 6M | +3.6% | +82.8% | -79.2% | +1.8% |
| YTD | +28.0% | +58.7% | -30.7% | +25.8% |
| 1Y | +37.6% | +191.4% | -153.8% | +32.8% |
| 3Y | +149.0% | +205.7% | -56.7% | +136.9% |
| 5Y | +285.3% | -37.0% | +322.3% | +265.6% |
| All | +374.1% | +312.2% | +61.9% | +356.5% |
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