-31.2%
AMT vs KEEL
-41.3%
+10.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.3% | +5.9% | -1.2% |
| 7D | -2.7% | +2.7% | -5.4% | -2.8% |
| 30D | +2.0% | +4.6% | -2.5% | +1.8% |
| 3M | -9.3% | -34.5% | +25.2% | -8.7% |
| 6M | -5.2% | +59.3% | -64.5% | -7.4% |
| YTD | +0.5% | +46.4% | -45.9% | -1.9% |
| 1Y | -7.3% | +96.6% | -103.8% | -11.2% |
| 3Y | +6.2% | +182.0% | -175.7% | -5.9% |
| 5Y | -31.2% | -38.2% | +7.1% | -37.6% |
| All | -31.2% | -41.3% | +10.1% | -37.6% |
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