+376.7%
AMD vs KEEL
+193.7%
+183.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.5% | -1.6% | +4.1% |
| 7D | +10.0% | +21.5% | -11.5% | +5.0% |
| 30D | +4.6% | -3.9% | +8.5% | +4.7% |
| 3M | +3.1% | -34.1% | +37.2% | +11.4% |
| 6M | +162.8% | +82.8% | +80.0% | +126.8% |
| YTD | +136.2% | +58.7% | +77.4% | +107.7% |
| 1Y | +234.0% | +191.4% | +42.6% | +157.3% |
| 3Y | +376.7% | +205.7% | +171.0% | +247.7% |
| All | +376.7% | +193.7% | +183.0% | +247.7% |
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