+34.5%
XYZ vs KEEL
+105.5%
-71.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +3.5% |
| 7D | -1.1% | -0.5% | -0.5% | -1.0% |
| 30D | +11.5% | -27.1% | +38.6% | +15.4% |
| 3M | +1.8% | -43.8% | +45.6% | +8.4% |
| 6M | +21.2% | -55.2% | +76.4% | +30.0% |
| YTD | +29.9% | -20.9% | +50.8% | +24.7% |
| 1Y | +35.8% | -28.5% | +64.2% | +31.2% |
| 3Y | +62.6% | +66.1% | -3.5% | +22.0% |
| 5Y | -62.8% | -78.3% | +15.5% | -68.1% |
| All | +34.5% | +105.5% | -71.0% | -7.6% |
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