+35.7%
APH vs KEEL
+104.8%
-69.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +5.9% | -0.3% |
| 7D | -2.2% | +2.7% | -4.9% | -2.7% |
| 30D | -4.0% | +4.6% | -8.6% | -5.0% |
| 3M | +7.7% | -34.5% | +42.2% | +12.1% |
| 6M | +17.8% | +59.3% | -41.5% | +8.3% |
| YTD | +19.2% | +46.4% | -27.2% | +9.3% |
| 1Y | +35.7% | +96.6% | -60.9% | +28.9% |
| All | +35.7% | +104.8% | -69.1% | +28.9% |
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