+373.4%
AMD vs KEEL
+71.1%
+302.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.4% | -1.1% | +5.1% |
| 7D | +13.1% | -1.4% | +14.5% | +14.0% |
| 30D | -7.0% | -29.8% | +22.9% | +1.8% |
| 3M | +16.6% | -37.1% | +53.6% | +29.8% |
| 6M | +20.5% | -51.9% | +72.4% | +41.4% |
| YTD | +158.2% | -11.9% | +170.1% | +162.2% |
| 1Y | +132.8% | -38.6% | +171.4% | +149.8% |
| All | +373.4% | +71.1% | +302.3% | +329.4% |
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