+5.9%
ABT vs KEEL
+197.5%
-191.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.1% | -1.3% |
| 7D | -5.9% | +2.9% | -8.8% | -5.9% |
| 30D | -8.1% | +0.8% | -8.9% | -8.0% |
| 3M | +14.5% | -35.3% | +49.9% | +14.6% |
| 6M | -6.3% | +59.4% | -65.7% | -6.7% |
| YTD | -17.1% | +51.9% | -69.0% | -17.5% |
| 1Y | -21.4% | +75.0% | -96.4% | -21.9% |
| 3Y | +5.9% | +224.5% | -218.6% | +3.2% |
| All | +5.9% | +197.5% | -191.6% | +3.2% |
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