+396.9%
APP vs KEEL
-17.6%
+414.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +2.2% |
| 7D | +1.1% | +2.9% | -1.8% | +0.2% |
| 30D | +6.6% | +0.8% | +5.8% | +5.3% |
| 3M | -32.3% | -35.3% | +3.0% | -28.0% |
| 6M | -29.8% | +59.4% | -89.2% | -39.9% |
| YTD | -51.9% | +51.9% | -103.8% | -58.9% |
| 1Y | -43.3% | +75.0% | -118.3% | -55.7% |
| 3Y | +664.1% | +224.5% | +439.5% | +350.1% |
| 5Y | +318.7% | -35.9% | +354.6% | +187.3% |
| All | +396.9% | -17.6% | +414.4% | +228.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling