+189.9%
AA vs KEEL
+294.5%
-104.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.5% |
| 7D | -3.4% | +2.9% | -6.3% | -3.7% |
| 30D | -5.8% | +0.8% | -6.6% | -6.1% |
| 3M | -29.9% | -35.3% | +5.4% | -27.7% |
| 6M | -27.0% | +59.4% | -86.4% | -32.1% |
| YTD | -8.7% | +51.9% | -60.6% | -15.2% |
| 1Y | +50.6% | +75.0% | -24.4% | +35.4% |
| 3Y | +74.1% | +224.5% | -150.5% | +38.0% |
| 5Y | +2.6% | -35.9% | +38.5% | -15.3% |
| All | +189.9% | +294.5% | -104.6% | +108.9% |
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