+158.2%
AMAT vs KEEL
-78.9%
+237.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.0% |
| 7D | -2.5% | -12.8% | +10.3% | +0.2% |
| 30D | -26.5% | -37.4% | +10.9% | -19.9% |
| 3M | -28.6% | -43.8% | +15.2% | -21.1% |
| 6M | -14.2% | -51.9% | +37.6% | -3.3% |
| YTD | +45.5% | -18.7% | +64.2% | +47.1% |
| 1Y | +59.3% | -46.6% | +106.0% | +70.6% |
| 3Y | +153.1% | +59.2% | +93.9% | +89.6% |
| 5Y | +158.2% | -75.8% | +234.0% | +167.7% |
| All | +158.2% | -78.9% | +237.1% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling