+182.3%
ADM vs KEEL
+309.9%
-127.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.4% |
| 7D | +1.4% | +19.3% | -17.9% | +1.0% |
| 30D | +8.2% | +9.1% | -0.9% | +7.9% |
| 3M | +8.7% | -31.5% | +40.3% | +9.2% |
| 6M | +29.1% | +75.8% | -46.7% | +26.9% |
| YTD | +53.7% | +57.9% | -4.2% | +51.1% |
| 1Y | +43.2% | +133.3% | -90.1% | +39.1% |
| 3Y | +21.4% | +204.1% | -182.7% | +15.4% |
| 5Y | +67.1% | -37.5% | +104.6% | +59.5% |
| All | +182.3% | +309.9% | -127.6% | +154.5% |
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