+65.2%
ALAB vs KEEL
+169.0%
-103.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.2% | +8.5% |
| 7D | +7.2% | +7.8% | -0.5% | +4.5% |
| 30D | -2.5% | -11.7% | +9.2% | +0.5% |
| 3M | -13.3% | -41.5% | +28.2% | +0.8% |
| 6M | +172.8% | +54.9% | +117.9% | +139.2% |
| YTD | +86.6% | +47.7% | +38.9% | +62.2% |
| 1Y | +65.2% | +177.6% | -112.4% | +30.1% |
| All | +65.2% | +169.0% | -103.8% | +30.1% |
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 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