+287.6%
APH vs KEEL
+210.8%
+76.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -2.2% |
| 7D | +0.2% | +21.5% | -21.3% | -2.3% |
| 30D | -3.3% | -3.9% | +0.5% | -3.3% |
| 3M | +14.0% | -34.1% | +48.1% | +18.1% |
| 6M | +24.4% | +82.8% | -58.4% | +13.2% |
| YTD | +21.4% | +58.7% | -37.3% | +11.4% |
| 1Y | +48.9% | +191.4% | -142.5% | +23.7% |
| All | +287.6% | +210.8% | +76.7% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling