+103.4%
AMGN vs KEEL
-34.6%
+138.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.4% |
| 7D | -13.7% | +2.9% | -16.6% | -13.8% |
| 30D | -8.8% | +0.8% | -9.6% | -8.9% |
| 3M | +7.2% | -35.3% | +42.5% | +7.8% |
| 6M | +1.3% | +59.4% | -58.1% | -0.7% |
| YTD | +17.6% | +51.9% | -34.3% | +15.0% |
| 1Y | +37.2% | +75.0% | -37.8% | +32.7% |
| 3Y | +57.7% | +224.5% | -166.8% | +46.2% |
| All | +103.4% | -34.6% | +138.0% | +93.8% |
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