-99.9%
AMIX vs KEEL
-18.0%
-81.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.8% | +7.0% | +11.2% |
| 7D | +1.2% | +3.7% | -2.5% | +0.2% |
| 30D | -45.3% | -35.7% | -9.6% | -42.3% |
| 3M | -83.1% | -49.5% | -33.6% | -81.7% |
| 6M | -76.9% | -50.6% | -26.2% | -75.8% |
| YTD | -85.3% | -16.6% | -68.7% | -86.9% |
| 1Y | -89.8% | -46.4% | -43.4% | -90.0% |
| All | -99.9% | -18.0% | -81.9% | -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 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