+942.4%
AMAT vs KEEL
+280.1%
+662.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -2.3% |
| 7D | +4.2% | +2.7% | +1.5% | +3.8% |
| 30D | -13.5% | +4.6% | -18.1% | -14.2% |
| 3M | -8.6% | -34.5% | +25.9% | -4.8% |
| 6M | +31.6% | +59.3% | -27.7% | +24.1% |
| YTD | +77.3% | +46.4% | +30.9% | +67.7% |
| 1Y | +179.4% | +96.6% | +82.8% | +151.6% |
| 3Y | +215.0% | +182.0% | +33.1% | +156.1% |
| 5Y | +245.8% | -38.2% | +284.0% | +192.8% |
| All | +942.4% | +280.1% | +662.2% | +662.4% |
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