-11.3%
ABT vs KEEL
-34.6%
+23.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.1% | -1.4% |
| 7D | -5.9% | +2.9% | -8.8% | -6.0% |
| 30D | -8.1% | +0.8% | -8.9% | -8.2% |
| 3M | +14.5% | -35.3% | +49.9% | +15.2% |
| 6M | -6.3% | +59.4% | -65.7% | -8.4% |
| YTD | -17.1% | +51.9% | -69.0% | -19.2% |
| 1Y | -21.4% | +75.0% | -96.4% | -24.4% |
| 3Y | +5.9% | +224.5% | -218.6% | -5.2% |
| All | -11.3% | -34.6% | +23.4% | -18.4% |
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