+39.9%
XRT vs KEEL
+186.7%
-146.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | -0.3% |
| 7D | -3.6% | +2.7% | -6.3% | -3.8% |
| 30D | -6.7% | +4.6% | -11.3% | -7.3% |
| 3M | -1.4% | -34.5% | +33.1% | +0.5% |
| 6M | +1.7% | +59.3% | -57.6% | -4.7% |
| YTD | -1.5% | +46.4% | -47.9% | -7.8% |
| 1Y | -2.5% | +96.6% | -99.0% | -13.5% |
| All | +39.9% | +186.7% | -146.8% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling