+85.2%
ADP vs KEEL
+309.9%
-224.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -5.7% | +19.3% | -25.0% | -6.0% |
| 30D | -3.1% | +9.1% | -12.2% | -3.3% |
| 3M | +15.6% | -31.5% | +47.1% | +16.0% |
| 6M | +20.8% | +75.8% | -55.0% | +18.3% |
| YTD | +4.7% | +57.9% | -53.1% | +2.6% |
| 1Y | -8.3% | +133.3% | -141.6% | -11.7% |
| 3Y | +13.6% | +204.1% | -190.5% | +6.2% |
| 5Y | +45.0% | -37.5% | +82.6% | +35.9% |
| All | +85.2% | +309.9% | -224.7% | +74.1% |
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