-99.5%
AMC vs KEEL
-39.1%
-60.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | -6.8% | +19.3% | -26.1% | -10.6% |
| 30D | +1.7% | +9.1% | -7.5% | -1.4% |
| 3M | +26.8% | -31.5% | +58.4% | +33.7% |
| 6M | +117.7% | +75.8% | +41.9% | +83.3% |
| YTD | +57.7% | +57.9% | -0.2% | +32.7% |
| 1Y | -12.5% | +133.3% | -145.8% | -38.1% |
| 3Y | -65.7% | +204.1% | -269.8% | -83.1% |
| 5Y | -99.5% | -37.5% | -62.0% | -99.6% |
| All | -99.5% | -39.1% | -60.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling