+944.0%
AMAT vs KEEL
+283.4%
+660.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.9% |
| 7D | -1.5% | +7.8% | -9.3% | -2.4% |
| 30D | -14.8% | -11.7% | -3.1% | -13.9% |
| 3M | -9.3% | -41.5% | +32.2% | -4.4% |
| 6M | +27.4% | +54.9% | -27.5% | +20.6% |
| YTD | +77.6% | +47.7% | +29.9% | +67.8% |
| 1Y | +188.9% | +177.6% | +11.3% | +150.9% |
| 3Y | +202.3% | +164.9% | +37.4% | +147.1% |
| 5Y | +248.9% | -45.9% | +294.8% | +196.9% |
| All | +944.0% | +283.4% | +660.5% | +662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling