+42.6%
XLP vs KEEL
-78.9%
+121.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.7% | +0.2% |
| 7D | +2.3% | -12.8% | +15.1% | +2.4% |
| 30D | +9.1% | -37.4% | +46.5% | +9.4% |
| 3M | +7.9% | -43.8% | +51.7% | +8.2% |
| 6M | +9.6% | -51.9% | +61.5% | +9.7% |
| YTD | +19.4% | -18.7% | +38.2% | +18.3% |
| 1Y | +22.4% | -46.6% | +69.0% | +21.9% |
| 3Y | +43.2% | +59.2% | -16.0% | +36.0% |
| 5Y | +42.6% | -75.8% | +118.4% | +35.1% |
| All | +42.6% | -78.9% | +121.5% | +35.1% |
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