+71.5%
XLU vs KEEL
+294.5%
-223.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -1.6% |
| 30D | -3.3% | +0.8% | -4.2% | -3.4% |
| 3M | -3.2% | -35.3% | +32.2% | -2.8% |
| 6M | -7.0% | +59.4% | -66.3% | -8.0% |
| YTD | +0.6% | +51.9% | -51.3% | -0.6% |
| 1Y | +2.4% | +75.0% | -72.6% | +0.8% |
| 3Y | +46.3% | +224.5% | -178.3% | +41.4% |
| 5Y | +44.0% | -35.9% | +79.9% | +39.4% |
| All | +71.5% | +294.5% | -223.0% | +60.8% |
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