+28.4%
XLY vs KEEL
-34.6%
+63.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.5% |
| 7D | -1.7% | +2.9% | -4.6% | -2.1% |
| 30D | -4.2% | +0.8% | -5.0% | -4.7% |
| 3M | -2.7% | -35.3% | +32.6% | +0.2% |
| 6M | -0.6% | +59.4% | -60.0% | -8.9% |
| YTD | -5.0% | +51.9% | -56.9% | -13.4% |
| 1Y | -4.1% | +75.0% | -79.1% | -16.8% |
| 3Y | +33.6% | +224.5% | -190.9% | -5.1% |
| All | +28.4% | -34.6% | +63.0% | +2.3% |
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