+81.8%
XLI vs KEEL
-34.6%
+116.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.8% |
| 7D | -1.7% | +2.9% | -4.5% | -1.9% |
| 30D | -7.3% | +0.8% | -8.1% | -7.6% |
| 3M | -1.3% | -35.3% | +34.0% | +0.5% |
| 6M | +2.2% | +59.4% | -57.1% | -2.6% |
| YTD | +11.7% | +51.9% | -40.2% | +6.1% |
| 1Y | +14.3% | +75.0% | -60.7% | +5.6% |
| 3Y | +70.3% | +224.5% | -154.2% | +41.8% |
| All | +81.8% | -34.6% | +116.5% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling