+270.9%
APH vs KEEL
+53.7%
+217.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.1% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | -5.4% | -27.1% | +21.7% | -1.8% |
| 3M | -5.5% | -43.8% | +38.3% | +0.8% |
| 6M | +25.9% | -55.2% | +81.1% | +36.4% |
| YTD | +16.4% | -20.9% | +37.2% | +15.7% |
| 1Y | +16.5% | -28.5% | +45.0% | +16.5% |
| 3Y | +270.9% | +66.1% | +204.8% | +240.1% |
| All | +270.9% | +53.7% | +217.1% | +240.1% |
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