+99.4%
XBI vs KEEL
+197.5%
-98.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.8% |
| 7D | -4.6% | +2.9% | -7.5% | -5.0% |
| 30D | -2.0% | +0.8% | -2.8% | -2.5% |
| 3M | +17.8% | -35.3% | +53.1% | +21.2% |
| 6M | +23.7% | +59.4% | -35.7% | +14.6% |
| YTD | +28.2% | +51.9% | -23.7% | +18.0% |
| 1Y | +64.0% | +75.0% | -11.0% | +44.1% |
| 3Y | +99.4% | +224.5% | -125.1% | +59.9% |
| All | +99.4% | +197.5% | -98.1% | +59.9% |
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