-1.7%
XLP vs KEEL
+66.0%
-67.8%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.6% |
| 7D | -1.0% | +7.8% | -8.8% | -0.6% |
| 30D | -0.9% | -11.7% | +10.8% | -1.2% |
| 3M | +3.8% | -41.5% | +45.3% | +3.0% |
| 6M | -1.7% | +54.9% | -56.6% | -5.4% |
| All | -1.7% | +66.0% | -67.8% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling