-97.5%
AMC vs KEEL
+283.4%
-380.9%
-99.8%
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% | +4.0% |
| 7D | +2.3% | +7.8% | -5.4% | +1.5% |
| 30D | -0.7% | -11.7% | +11.0% | +0.1% |
| 3M | +35.2% | -41.5% | +76.7% | +40.7% |
| 6M | +124.6% | +54.9% | +69.7% | +112.3% |
| YTD | +69.9% | +47.7% | +22.2% | +59.9% |
| 1Y | -2.6% | +177.6% | -180.2% | -15.8% |
| 3Y | -79.8% | +164.9% | -244.7% | -83.5% |
| 5Y | -99.4% | -45.9% | -53.5% | -99.5% |
| All | -97.5% | +283.4% | -380.9% | -98.0% |
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