+570.7%
AAPL vs KEEL
+294.5%
+276.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | +1.5% |
| 7D | +3.8% | +2.9% | +1.0% | +3.6% |
| 30D | +9.9% | +0.8% | +9.1% | +9.6% |
| 3M | +12.5% | -35.3% | +47.8% | +14.1% |
| 6M | +27.6% | +59.4% | -31.7% | +22.1% |
| YTD | +22.6% | +51.9% | -29.4% | +16.9% |
| 1Y | +45.0% | +75.0% | -30.0% | +35.0% |
| 3Y | +87.8% | +224.5% | -136.8% | +60.5% |
| 5Y | +128.7% | -35.9% | +164.6% | +99.8% |
| All | +570.7% | +294.5% | +276.2% | +418.5% |
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 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