+118.8%
ALB vs KEEL
+309.9%
-191.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -8.6% | +19.3% | -27.9% | -10.2% |
| 30D | -4.0% | +9.1% | -13.2% | -5.3% |
| 3M | -17.4% | -31.5% | +14.2% | -15.6% |
| 6M | -25.4% | +75.8% | -101.2% | -31.1% |
| YTD | -10.5% | +57.9% | -68.4% | -17.1% |
| 1Y | +75.8% | +133.3% | -57.5% | +54.4% |
| 3Y | -28.5% | +204.1% | -232.6% | -41.9% |
| 5Y | -45.1% | -37.5% | -7.6% | -54.1% |
| All | +118.8% | +309.9% | -191.2% | +83.2% |
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 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