+211.4%
XLE vs KEEL
+312.2%
-100.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +0.9% |
| 7D | 0.0% | +21.5% | -21.5% | -0.5% |
| 30D | +12.6% | -3.9% | +16.5% | +12.6% |
| 3M | +11.8% | -34.1% | +45.9% | +12.6% |
| 6M | +16.1% | +82.8% | -66.8% | +13.2% |
| YTD | +46.9% | +58.7% | -11.9% | +43.4% |
| 1Y | +53.3% | +191.4% | -138.2% | +45.7% |
| 3Y | +54.9% | +205.7% | -150.8% | +43.8% |
| 5Y | +225.7% | -37.0% | +262.7% | +203.0% |
| All | +211.4% | +312.2% | -100.7% | +180.0% |
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