+106.2%
XLB vs KEEL
+280.1%
-173.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | -1.0% |
| 7D | -3.5% | +2.7% | -6.2% | -3.7% |
| 30D | -4.7% | +4.6% | -9.2% | -5.0% |
| 3M | +2.7% | -34.5% | +37.2% | +3.7% |
| 6M | +2.6% | +59.3% | -56.7% | -0.4% |
| YTD | +12.8% | +46.4% | -33.5% | +9.6% |
| 1Y | +14.0% | +96.6% | -82.6% | +8.3% |
| 3Y | +31.5% | +182.0% | -150.5% | +19.5% |
| 5Y | +33.4% | -38.2% | +71.7% | +22.0% |
| All | +106.2% | +280.1% | -173.9% | +77.0% |
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