-31.4%
ALB vs KEEL
+186.7%
-218.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | -1.9% |
| 7D | -7.6% | +2.7% | -10.3% | -8.0% |
| 30D | -5.6% | +4.6% | -10.2% | -7.0% |
| 3M | -16.8% | -34.5% | +17.6% | -13.4% |
| 6M | -26.3% | +59.3% | -85.6% | -35.0% |
| YTD | -13.2% | +46.4% | -59.6% | -23.3% |
| 1Y | +68.8% | +96.6% | -27.8% | +36.6% |
| All | -31.4% | +186.7% | -218.0% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling