-0.9%
XRT vs KEEL
-34.6%
+33.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.0% |
| 7D | -3.2% | +2.9% | -6.1% | -3.5% |
| 30D | -4.5% | +0.8% | -5.3% | -5.1% |
| 3M | -3.1% | -35.3% | +32.2% | -0.4% |
| 6M | +4.2% | +59.4% | -55.1% | -4.4% |
| YTD | -0.1% | +51.9% | -52.0% | -8.9% |
| 1Y | -3.0% | +75.0% | -78.0% | -15.9% |
| 3Y | +41.8% | +224.5% | -182.7% | +0.8% |
| All | -0.9% | -34.6% | +33.7% | -22.0% |
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