+69.1%
XLP vs KEEL
+283.4%
-214.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.8% |
| 7D | -1.0% | +7.8% | -8.8% | -1.1% |
| 30D | -0.9% | -11.7% | +10.8% | -0.8% |
| 3M | +3.8% | -41.5% | +45.3% | +4.1% |
| 6M | -1.7% | +54.9% | -56.6% | -2.5% |
| YTD | +10.3% | +47.7% | -37.4% | +9.3% |
| 1Y | +7.8% | +177.6% | -169.8% | +5.8% |
| 3Y | +27.2% | +164.9% | -137.7% | +23.6% |
| 5Y | +32.5% | -45.9% | +78.4% | +28.9% |
| All | +69.1% | +283.4% | -214.3% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling