-99.8%
AMIX vs KEEL
+56.1%
-155.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.2% |
| 7D | -3.4% | +21.5% | -24.9% | -5.8% |
| 30D | -54.4% | -3.9% | -50.5% | -54.4% |
| 3M | -45.7% | -34.1% | -11.6% | -42.9% |
| 6M | -49.2% | +82.8% | -132.0% | -58.7% |
| YTD | -60.3% | +58.7% | -119.1% | -67.4% |
| 1Y | -81.4% | +191.4% | -272.8% | -87.3% |
| All | -99.8% | +56.1% | -155.9% | -99.8% |
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