+3.2%
AA vs KEEL
-34.6%
+37.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.7% |
| 7D | -3.4% | +2.9% | -6.3% | -3.9% |
| 30D | -5.8% | +0.8% | -6.6% | -6.3% |
| 3M | -29.9% | -35.3% | +5.4% | -26.5% |
| 6M | -27.0% | +59.4% | -86.4% | -34.9% |
| YTD | -8.7% | +51.9% | -60.6% | -18.9% |
| 1Y | +50.6% | +75.0% | -24.4% | +26.2% |
| 3Y | +74.1% | +224.5% | -150.5% | +14.5% |
| All | +3.2% | -34.6% | +37.8% | -26.7% |
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