+774.6%
AMAT vs KEEL
+115.5%
+659.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.8% | +2.2% | -2.9% |
| 7D | +19.3% | +18.2% | +1.1% | +17.0% |
| 30D | -17.9% | -32.1% | +14.1% | -14.2% |
| 3M | -30.4% | -44.9% | +14.5% | -25.8% |
| 6M | -11.4% | -52.1% | +40.6% | -4.4% |
| YTD | +48.8% | -17.0% | +65.8% | +50.0% |
| 1Y | +66.0% | -38.5% | +104.5% | +71.3% |
| 3Y | +158.8% | +62.5% | +96.3% | +124.9% |
| 5Y | +153.2% | -77.3% | +230.5% | +134.0% |
| All | +774.6% | +115.5% | +659.1% | +582.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling