-14.9%
AMAT vs KEEL
-54.7%
+39.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -0.8% |
| 7D | +11.4% | -0.5% | +11.9% | +11.7% |
| 30D | -17.0% | -27.1% | +10.0% | -6.5% |
| 3M | -30.6% | -43.8% | +13.2% | -15.4% |
| 6M | -14.9% | -55.2% | +40.2% | +6.3% |
| All | -14.9% | -54.7% | +39.8% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling