+158.1%
APA vs KEEL
+309.9%
-151.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +0.3% | +19.3% | -19.0% | -0.6% |
| 30D | +9.3% | +9.1% | +0.2% | +8.6% |
| 3M | +23.3% | -31.5% | +54.9% | +24.6% |
| 6M | +39.5% | +75.8% | -36.3% | +32.4% |
| YTD | +87.6% | +57.9% | +29.7% | +78.2% |
| 1Y | +114.2% | +133.3% | -19.1% | +95.5% |
| 3Y | +13.6% | +204.1% | -190.5% | -2.7% |
| 5Y | +175.6% | -37.5% | +213.1% | +140.3% |
| All | +158.1% | +309.9% | -151.8% | +99.3% |
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