+66.9%
AMAT vs KEEL
-32.0%
+98.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.2% |
| 7D | +11.4% | -0.5% | +11.9% | +11.7% |
| 30D | -17.0% | -27.1% | +10.0% | -9.1% |
| 3M | -30.6% | -43.8% | +13.2% | -19.0% |
| 6M | -14.9% | -55.2% | +40.2% | +4.8% |
| YTD | +44.7% | -20.9% | +65.5% | +55.4% |
| 1Y | +66.9% | -28.5% | +95.4% | +79.9% |
| All | +66.9% | -32.0% | +98.9% | +79.9% |
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