-7.7%
AAL vs KEEL
+197.5%
-205.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.7% |
| 7D | -0.9% | +2.9% | -3.8% | -1.4% |
| 30D | -12.9% | +0.8% | -13.7% | -13.6% |
| 3M | -11.2% | -35.3% | +24.1% | -7.4% |
| 6M | +17.8% | +59.4% | -41.5% | +4.8% |
| YTD | -15.1% | +51.9% | -67.0% | -25.1% |
| 1Y | +0.5% | +75.0% | -74.5% | -16.0% |
| 3Y | -7.7% | +224.5% | -232.2% | -37.8% |
| All | -7.7% | +197.5% | -205.2% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling