-99.9%
AMIX vs KEEL
-20.1%
-79.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.4% | +9.2% |
| 7D | +11.4% | -12.8% | +24.2% | +13.2% |
| 30D | -40.5% | -37.4% | -3.1% | -37.0% |
| 3M | -80.1% | -43.8% | -36.3% | -78.7% |
| 6M | -74.8% | -51.9% | -22.9% | -73.6% |
| YTD | -84.0% | -18.7% | -65.3% | -85.7% |
| 1Y | -89.7% | -46.6% | -43.1% | -89.9% |
| All | -99.9% | -20.1% | -79.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling