+807.1%
AMAT vs KEEL
+128.7%
+678.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.4% | -2.3% | +5.0% |
| 7D | +7.0% | -1.4% | +8.4% | +7.2% |
| 30D | -20.6% | -29.8% | +9.2% | -17.3% |
| 3M | -24.8% | -37.1% | +12.3% | -21.0% |
| 6M | -10.7% | -51.9% | +41.1% | -3.8% |
| YTD | +54.3% | -11.9% | +66.2% | +54.4% |
| 1Y | +73.7% | -38.6% | +112.3% | +79.0% |
| 3Y | +168.4% | +72.5% | +95.9% | +131.6% |
| 5Y | +167.6% | -74.4% | +241.9% | +144.8% |
| All | +807.1% | +128.7% | +678.3% | +602.2% |
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 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