+147.3%
XLC vs KEEL
+294.5%
-147.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.8% |
| 7D | +0.5% | +2.9% | -2.4% | +0.3% |
| 30D | +2.1% | +0.8% | +1.3% | +1.8% |
| 3M | +0.7% | -35.3% | +36.0% | +2.0% |
| 6M | -3.2% | +59.4% | -62.6% | -6.9% |
| YTD | -3.8% | +51.9% | -55.7% | -7.8% |
| 1Y | -2.0% | +75.0% | -77.0% | -8.0% |
| 3Y | +71.4% | +224.5% | -153.2% | +49.3% |
| 5Y | +40.7% | -35.9% | +76.6% | +24.2% |
| All | +147.3% | +294.5% | -147.2% | +101.1% |
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