+106.0%
XLV vs KEEL
+294.5%
-188.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.2% |
| 7D | -3.6% | +2.9% | -6.4% | -3.6% |
| 30D | -1.8% | +0.8% | -2.7% | -1.9% |
| 3M | +7.8% | -35.3% | +43.1% | +8.3% |
| 6M | +9.1% | +59.4% | -50.3% | +7.6% |
| YTD | +7.7% | +51.9% | -44.2% | +6.1% |
| 1Y | +20.4% | +75.0% | -54.6% | +17.6% |
| 3Y | +30.8% | +224.5% | -193.8% | +24.4% |
| 5Y | +34.6% | -35.9% | +70.5% | +28.6% |
| All | +106.0% | +294.5% | -188.5% | +89.1% |
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 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