+74.2%
XLF vs KEEL
+197.5%
-123.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.5% |
| 7D | -1.5% | +2.9% | -4.3% | -1.6% |
| 30D | -1.2% | +0.8% | -2.0% | -1.4% |
| 3M | +9.2% | -35.3% | +44.5% | +10.6% |
| 6M | +16.3% | +59.4% | -43.0% | +11.3% |
| YTD | +5.4% | +51.9% | -46.5% | +0.6% |
| 1Y | +7.6% | +75.0% | -67.4% | +0.3% |
| 3Y | +74.2% | +224.5% | -150.3% | +49.4% |
| All | +74.2% | +197.5% | -123.3% | +49.4% |
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