+104.9%
ALB vs KEEL
+294.5%
-189.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.8% | -7.2% | -3.8% |
| 7D | -6.6% | +2.9% | -9.5% | -6.9% |
| 30D | -8.1% | +0.8% | -9.0% | -8.6% |
| 3M | -25.7% | -35.3% | +9.6% | -23.7% |
| 6M | -29.5% | +59.4% | -88.8% | -34.3% |
| YTD | -16.2% | +51.9% | -68.1% | -22.1% |
| 1Y | +59.2% | +75.0% | -15.8% | +43.7% |
| 3Y | -33.7% | +224.5% | -258.3% | -46.3% |
| 5Y | -48.1% | -35.9% | -12.2% | -56.5% |
| All | +104.9% | +294.5% | -189.6% | +72.2% |
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