-26.4%
APP vs KEEL
-32.0%
+5.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.5% | +4.7% |
| 7D | +4.6% | -0.5% | +5.1% | +4.6% |
| 30D | +56.0% | -27.1% | +83.1% | +62.9% |
| 3M | +30.8% | -43.8% | +74.6% | +41.5% |
| 6M | -9.8% | -55.2% | +45.4% | -0.4% |
| YTD | -39.3% | -20.9% | -18.4% | -47.3% |
| 1Y | -26.4% | -28.5% | +2.0% | -35.2% |
| All | -26.4% | -32.0% | +5.6% | -35.2% |
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