+61.4%
AMAT vs KEEL
-45.0%
+106.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.0% |
| 7D | -11.2% | -13.6% | +2.4% | -7.6% |
| 30D | -31.9% | -39.1% | +7.3% | -21.6% |
| 3M | -32.3% | -48.9% | +16.6% | -19.3% |
| 6M | -5.4% | -35.4% | +30.0% | +6.3% |
| YTD | +44.3% | -10.6% | +54.9% | +48.2% |
| 1Y | +61.4% | -45.3% | +106.7% | +75.7% |
| All | +61.4% | -45.0% | +106.3% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling