+26.0%
XYZ vs KEEL
+294.5%
-268.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.4% |
| 7D | -4.3% | +2.9% | -7.2% | -4.8% |
| 30D | +1.2% | +0.8% | +0.3% | +0.3% |
| 3M | +14.6% | -35.3% | +50.0% | +19.0% |
| 6M | +22.6% | +59.4% | -36.8% | +9.1% |
| YTD | +21.7% | +51.9% | -30.2% | +7.8% |
| 1Y | +6.7% | +75.0% | -68.3% | -10.7% |
| 3Y | +46.8% | +224.5% | -177.7% | +0.9% |
| 5Y | -68.0% | -35.9% | -32.1% | -75.6% |
| All | +26.0% | +294.5% | -268.5% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling