+208.2%
ALNY vs KEEL
+294.5%
-86.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.3% |
| 7D | -6.5% | +2.9% | -9.4% | -6.7% |
| 30D | +11.0% | +0.8% | +10.2% | +10.8% |
| 3M | -14.1% | -35.3% | +21.3% | -13.3% |
| 6M | -22.4% | +59.4% | -81.8% | -25.2% |
| YTD | -37.5% | +51.9% | -89.4% | -39.9% |
| 1Y | -46.9% | +75.0% | -121.9% | -49.8% |
| 3Y | +22.1% | +224.5% | -202.5% | +8.2% |
| 5Y | +31.2% | -35.9% | +67.1% | +16.6% |
| All | +208.2% | +294.5% | -86.3% | +176.8% |
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