+100.5%
AG vs KEEL
+294.5%
-194.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.8% | -6.7% | -3.3% |
| 7D | -6.7% | +2.9% | -9.6% | -7.0% |
| 30D | +2.2% | +0.8% | +1.3% | +1.9% |
| 3M | +15.7% | -35.3% | +51.0% | +19.2% |
| 6M | -23.8% | +59.4% | -83.2% | -28.0% |
| YTD | +17.6% | +51.9% | -34.3% | +11.1% |
| 1Y | +88.6% | +75.0% | +13.6% | +74.0% |
| 3Y | +253.4% | +224.5% | +28.9% | +196.4% |
| 5Y | +62.4% | -35.9% | +98.3% | +41.1% |
| All | +100.5% | +294.5% | -194.0% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling