+213.0%
WMT vs KEEL
+294.5%
-81.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.4% | +1.3% |
| 7D | 0.0% | +2.9% | -2.9% | 0.0% |
| 30D | -7.4% | +0.8% | -8.3% | -7.5% |
| 3M | -10.9% | -35.3% | +24.5% | -10.5% |
| 6M | -12.7% | +59.4% | -72.1% | -13.7% |
| YTD | -3.2% | +51.9% | -55.1% | -4.5% |
| 1Y | +5.3% | +75.0% | -69.7% | +3.4% |
| 3Y | +101.9% | +224.5% | -122.7% | +94.8% |
| 5Y | +134.6% | -35.9% | +170.5% | +126.6% |
| All | +213.0% | +294.5% | -81.5% | +188.6% |
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