-6.9%
ADP vs KEEL
+89.9%
-96.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +1.2% |
| 7D | -2.8% | +2.9% | -5.6% | -2.5% |
| 30D | +0.2% | +0.8% | -0.6% | +0.5% |
| 3M | +20.5% | -35.3% | +55.8% | +19.6% |
| 6M | +28.8% | +59.4% | -30.6% | +29.6% |
| YTD | +6.6% | +51.9% | -45.3% | +7.5% |
| 1Y | -6.9% | +75.0% | -81.9% | -5.0% |
| All | -6.9% | +89.9% | -96.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling