+33.4%
AG vs KEEL
-45.0%
+78.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.1% | +13.3% | +10.2% |
| 7D | -2.6% | -13.6% | +11.0% | +0.8% |
| 30D | -12.1% | -39.1% | +27.0% | -0.4% |
| 3M | -6.6% | -48.9% | +42.3% | +9.4% |
| 6M | -20.5% | -35.4% | +14.9% | -15.4% |
| YTD | -7.4% | -10.6% | +3.2% | -13.2% |
| 1Y | +33.4% | -45.3% | +78.7% | +40.5% |
| All | +33.4% | -45.0% | +78.3% | +40.5% |
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 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