+85.9%
XLP vs KEEL
+105.5%
-19.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.4% |
| 7D | +2.5% | -0.5% | +3.1% | +2.5% |
| 30D | +7.3% | -27.1% | +34.4% | +7.5% |
| 3M | +8.1% | -43.8% | +51.9% | +8.4% |
| 6M | +10.5% | -55.2% | +65.7% | +10.7% |
| YTD | +21.2% | -20.9% | +42.0% | +20.5% |
| 1Y | +22.7% | -28.5% | +51.2% | +22.1% |
| 3Y | +44.8% | +66.1% | -21.3% | +41.0% |
| 5Y | +44.7% | -78.3% | +123.1% | +41.5% |
| All | +85.9% | +105.5% | -19.6% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling