+31.6%
XYZ vs KEEL
+283.4%
-251.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.3% |
| 7D | -1.0% | +7.8% | -8.7% | -2.1% |
| 30D | -1.7% | -11.7% | +10.0% | -0.6% |
| 3M | +16.7% | -41.5% | +58.2% | +23.1% |
| 6M | +26.9% | +54.9% | -28.1% | +13.4% |
| YTD | +27.1% | +47.7% | -20.5% | +13.3% |
| 1Y | +9.3% | +177.6% | -168.3% | -15.5% |
| 3Y | +42.3% | +164.9% | -122.6% | +0.7% |
| 5Y | -69.3% | -45.9% | -23.5% | -76.2% |
| All | +31.6% | +283.4% | -251.8% | -16.0% |
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 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