-4.3%
AMT vs KEEL
+312.2%
-316.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.2% |
| 7D | -0.2% | +21.5% | -21.7% | -0.5% |
| 30D | +1.8% | -3.9% | +5.7% | +1.8% |
| 3M | -6.2% | -34.1% | +27.9% | -5.8% |
| 6M | -5.0% | +82.8% | -87.8% | -6.5% |
| YTD | +2.1% | +58.7% | -56.7% | +0.5% |
| 1Y | -5.7% | +191.4% | -197.1% | -8.7% |
| 3Y | +7.9% | +205.7% | -197.8% | +2.0% |
| 5Y | -32.3% | -37.0% | +4.7% | -36.0% |
| All | -4.3% | +312.2% | -316.5% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling