-26.3%
APH vs KEEL
+169.0%
-195.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +10.2% | -57.9% | -48.9% |
| 7D | -48.7% | -1.1% | -47.6% | -49.1% |
| 30D | -51.9% | -11.7% | -40.2% | -51.7% |
| 3M | -43.6% | -41.5% | -2.1% | -40.8% |
| 6M | -37.5% | +54.9% | -92.4% | -43.1% |
| YTD | -38.6% | +47.7% | -86.3% | -44.4% |
| 1Y | -26.3% | +177.6% | -203.9% | -36.0% |
| All | -26.3% | +169.0% | -195.3% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling