+107.0%
XLB vs KEEL
+294.5%
-187.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.2% |
| 7D | -2.8% | +2.9% | -5.7% | -3.0% |
| 30D | -3.1% | +0.8% | -3.9% | -3.3% |
| 3M | -0.2% | -35.3% | +35.2% | +0.9% |
| 6M | +3.1% | +59.4% | -56.3% | +0.1% |
| YTD | +13.3% | +51.9% | -38.6% | +9.8% |
| 1Y | +12.0% | +75.0% | -63.0% | +7.0% |
| 3Y | +31.4% | +224.5% | -193.1% | +18.8% |
| 5Y | +33.9% | -35.9% | +69.8% | +22.3% |
| All | +107.0% | +294.5% | -187.5% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling