+33.9%
ALNY vs KEEL
-34.6%
+68.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.2% |
| 7D | -6.5% | +2.9% | -9.4% | -6.8% |
| 30D | +11.0% | +0.8% | +10.2% | +10.6% |
| 3M | -14.1% | -35.3% | +21.3% | -12.6% |
| 6M | -22.4% | +59.4% | -81.8% | -28.0% |
| YTD | -37.5% | +51.9% | -89.4% | -42.3% |
| 1Y | -46.9% | +75.0% | -121.9% | -53.0% |
| 3Y | +22.1% | +224.5% | -202.5% | -9.4% |
| All | +33.9% | -34.6% | +68.5% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling