+61.5%
ALB vs KEEL
+169.0%
-107.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -4.8% |
| 7D | -8.1% | +7.8% | -15.8% | -8.7% |
| 30D | +6.3% | -11.7% | +18.0% | +7.0% |
| 3M | -23.6% | -41.5% | +17.9% | -20.6% |
| 6M | -24.6% | +54.9% | -79.5% | -29.9% |
| YTD | -10.3% | +47.7% | -57.9% | -17.2% |
| 1Y | +61.5% | +177.6% | -116.1% | +85.5% |
| All | +61.5% | +169.0% | -107.5% | +85.5% |
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