-49.5%
AAL vs KEEL
+309.9%
-359.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -1.3% | +19.3% | -20.6% | -3.1% |
| 30D | -13.7% | +9.1% | -22.9% | -14.9% |
| 3M | -8.2% | -31.5% | +23.4% | -6.1% |
| 6M | +13.1% | +75.8% | -62.7% | +4.6% |
| YTD | -15.6% | +57.9% | -73.5% | -21.8% |
| 1Y | +1.4% | +133.3% | -131.9% | -11.2% |
| 3Y | -7.4% | +204.1% | -211.5% | -25.3% |
| 5Y | -35.9% | -37.5% | +1.6% | -47.0% |
| All | -49.5% | +309.9% | -359.4% | -61.5% |
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