+158.3%
APA vs KEEL
-34.6%
+192.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | +0.1% |
| 7D | +4.6% | +2.9% | +1.7% | +4.3% |
| 30D | +11.9% | +0.8% | +11.1% | +11.4% |
| 3M | +22.5% | -35.3% | +57.8% | +25.3% |
| 6M | +37.5% | +59.4% | -21.8% | +26.5% |
| YTD | +87.2% | +51.9% | +35.2% | +71.1% |
| 1Y | +101.4% | +75.0% | +26.4% | +75.1% |
| 3Y | +16.9% | +224.5% | -207.6% | -16.9% |
| All | +158.3% | -34.6% | +192.9% | +118.6% |
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