+71.4%
XLC vs KEEL
+197.5%
-126.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.9% |
| 3M | +0.7% | -35.3% | +36.0% | +2.1% |
| 6M | -3.2% | +59.4% | -62.6% | -7.4% |
| YTD | -3.8% | +51.9% | -55.7% | -8.2% |
| 1Y | -2.0% | +75.0% | -77.0% | -9.2% |
| 3Y | +71.4% | +224.5% | -153.2% | +42.1% |
| All | +71.4% | +197.5% | -126.1% | +42.1% |
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 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