+63.7%
ADM vs KEEL
-37.0%
+100.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +0.6% |
| 7D | +3.0% | +2.7% | +0.3% | +2.9% |
| 30D | +8.7% | +4.6% | +4.1% | +8.4% |
| 3M | +7.6% | -34.5% | +42.1% | +8.4% |
| 6M | +26.9% | +59.3% | -32.4% | +24.0% |
| YTD | +54.3% | +46.4% | +7.9% | +50.7% |
| 1Y | +45.7% | +96.6% | -50.9% | +39.8% |
| 3Y | +21.9% | +182.0% | -160.1% | +12.1% |
| All | +63.7% | -37.0% | +100.7% | +51.0% |
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