+143.4%
XLC vs KEEL
+309.9%
-166.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | +19.3% | -20.7% | -2.3% |
| 30D | -0.9% | +9.1% | -10.0% | -1.5% |
| 3M | -0.3% | -31.5% | +31.2% | +0.7% |
| 6M | -5.2% | +75.8% | -81.0% | -9.3% |
| YTD | -5.3% | +57.9% | -63.2% | -9.4% |
| 1Y | -2.8% | +133.3% | -136.1% | -10.2% |
| 3Y | +71.2% | +204.1% | -132.9% | +49.6% |
| 5Y | +37.6% | -37.5% | +75.1% | +21.3% |
| All | +143.4% | +309.9% | -166.5% | +97.6% |
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