-65.1%
AMC vs KEEL
+210.8%
-276.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.5% | -10.9% | -4.3% |
| 7D | -0.8% | +21.5% | -22.3% | -3.3% |
| 30D | -1.2% | -3.9% | +2.7% | -1.2% |
| 3M | +42.2% | -34.1% | +76.3% | +47.6% |
| 6M | +118.8% | +82.8% | +36.0% | +100.9% |
| YTD | +64.1% | +58.7% | +5.4% | +51.2% |
| 1Y | -9.5% | +191.4% | -200.9% | -25.1% |
| All | -65.1% | +210.8% | -276.0% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling