+66.1%
AIG vs KEEL
+294.5%
-228.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.3% |
| 7D | -1.2% | +2.9% | -4.0% | -1.2% |
| 30D | -1.1% | +0.8% | -1.9% | -1.2% |
| 3M | +0.7% | -35.3% | +36.0% | +1.4% |
| 6M | -2.2% | +59.4% | -61.5% | -4.5% |
| YTD | -10.8% | +51.9% | -62.8% | -13.1% |
| 1Y | -2.0% | +75.0% | -77.0% | -5.7% |
| 3Y | +34.8% | +224.5% | -189.7% | +23.1% |
| 5Y | +55.0% | -35.9% | +90.9% | +43.4% |
| All | +66.1% | +294.5% | -228.4% | +42.6% |
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 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