+43.2%
XLP vs KEEL
+59.2%
-16.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.7% | +0.1% |
| 7D | +2.3% | -12.8% | +15.1% | +2.3% |
| 30D | +9.1% | -37.4% | +46.5% | +8.9% |
| 3M | +7.9% | -43.8% | +51.7% | +7.6% |
| 6M | +9.6% | -51.9% | +61.5% | +9.1% |
| YTD | +19.4% | -18.7% | +38.2% | +18.2% |
| 1Y | +22.4% | -46.6% | +69.0% | +21.5% |
| 3Y | +43.2% | +59.2% | -16.0% | +40.1% |
| All | +43.2% | +59.2% | -16.0% | +40.1% |
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 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