-58.9%
AMC vs KEEL
+53.7%
-112.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.1% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | +12.5% | -27.1% | +39.5% | +16.5% |
| 3M | +23.6% | -43.8% | +67.4% | +31.3% |
| 6M | +144.4% | -55.2% | +199.5% | +164.9% |
| YTD | +108.3% | -20.9% | +129.2% | +107.6% |
| 1Y | +38.9% | -28.5% | +67.4% | +39.5% |
| 3Y | -58.9% | +66.1% | -124.9% | -65.1% |
| All | -58.9% | +53.7% | -112.6% | -65.1% |
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