+145.6%
XLF vs KEEL
+294.5%
-148.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | +9.2% | -35.3% | +44.5% | +10.2% |
| 6M | +16.3% | +59.4% | -43.0% | +13.1% |
| YTD | +5.4% | +51.9% | -46.5% | +2.4% |
| 1Y | +7.6% | +75.0% | -67.4% | +3.1% |
| 3Y | +74.2% | +224.5% | -150.3% | +59.1% |
| 5Y | +66.1% | -35.9% | +102.0% | +52.8% |
| All | +145.6% | +294.5% | -148.9% | +118.2% |
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