+51.1%
XEL vs KEEL
+294.5%
-243.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | +0.1% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | -3.9% | +0.8% | -4.8% | -4.0% |
| 3M | -2.8% | -35.3% | +32.5% | -2.7% |
| 6M | -5.4% | +59.4% | -64.8% | -5.8% |
| YTD | +3.8% | +51.9% | -48.2% | +3.2% |
| 1Y | +6.8% | +75.0% | -68.2% | +6.1% |
| 3Y | +45.6% | +224.5% | -179.0% | +43.5% |
| 5Y | +30.7% | -35.9% | +66.6% | +28.9% |
| All | +51.1% | +294.5% | -243.4% | +46.7% |
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