+641.7%
APP vs KEEL
+186.7%
+455.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.3% | +10.4% | +4.6% |
| 7D | +0.3% | +2.7% | -2.4% | -0.5% |
| 30D | -1.3% | +4.6% | -5.9% | -3.4% |
| 3M | -36.2% | -34.5% | -1.7% | -32.4% |
| 6M | -34.1% | +59.3% | -93.4% | -43.5% |
| YTD | -53.3% | +46.4% | -99.7% | -59.7% |
| 1Y | -44.5% | +96.6% | -141.1% | -58.0% |
| All | +641.7% | +186.7% | +455.1% | +408.4% |
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