-97.8%
AMC vs KEEL
+280.1%
-377.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | -3.4% |
| 7D | -7.1% | +2.7% | -9.8% | -7.4% |
| 30D | -1.7% | +4.6% | -6.2% | -2.5% |
| 3M | +13.5% | -34.5% | +47.9% | +16.8% |
| 6M | +112.6% | +59.3% | +53.4% | +100.4% |
| YTD | +51.3% | +46.4% | +4.9% | +42.4% |
| 1Y | -14.5% | +96.6% | -111.1% | -23.5% |
| 3Y | -67.1% | +182.0% | -249.1% | -73.3% |
| 5Y | -99.5% | -38.2% | -61.3% | -99.6% |
| All | -97.8% | +280.1% | -377.9% | -98.2% |
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