+365.7%
ALAB vs KEEL
+66.5%
+299.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.5% | -14.4% | -9.3% |
| 7D | +3.2% | +21.5% | -18.3% | -3.3% |
| 30D | -13.6% | -3.9% | -9.7% | -13.6% |
| 3M | -16.6% | -34.1% | +17.5% | -7.0% |
| 6M | +142.3% | +82.8% | +59.5% | +100.3% |
| YTD | +73.6% | +58.7% | +14.9% | +47.1% |
| 1Y | +33.7% | +191.4% | -157.7% | -12.3% |
| All | +365.7% | +66.5% | +299.1% | +166.4% |
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