+16.1%
ADP vs KEEL
+197.5%
-181.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +1.0% |
| 7D | -2.8% | +2.9% | -5.6% | -2.7% |
| 30D | +0.2% | +0.8% | -0.6% | +0.3% |
| 3M | +20.5% | -35.3% | +55.8% | +20.8% |
| 6M | +28.8% | +59.4% | -30.6% | +26.8% |
| YTD | +6.6% | +51.9% | -45.3% | +4.9% |
| 1Y | -6.9% | +75.0% | -81.9% | -9.6% |
| 3Y | +16.1% | +224.5% | -208.4% | +6.6% |
| All | +16.1% | +197.5% | -181.4% | +6.6% |
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