+120.4%
XLK vs KEEL
+197.5%
-77.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.9% |
| 7D | +0.2% | +2.9% | -2.7% | -0.2% |
| 30D | -0.6% | +0.8% | -1.5% | -1.1% |
| 3M | +2.6% | -35.3% | +37.9% | +6.1% |
| 6M | +34.0% | +59.4% | -25.4% | +25.1% |
| YTD | +30.7% | +51.9% | -21.2% | +21.5% |
| 1Y | +39.2% | +75.0% | -35.8% | +24.2% |
| 3Y | +120.4% | +224.5% | -104.1% | +77.2% |
| All | +120.4% | +197.5% | -77.1% | +77.2% |
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 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