+329.1%
APP vs KEEL
-39.1%
+368.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.4% | +19.3% | -23.7% | -8.5% |
| 30D | -10.0% | +9.1% | -19.1% | -12.9% |
| 3M | -41.4% | -31.5% | -9.9% | -38.1% |
| 6M | -41.0% | +75.8% | -116.8% | -51.7% |
| YTD | -54.7% | +57.9% | -112.6% | -62.3% |
| 1Y | -45.3% | +133.3% | -178.7% | -61.8% |
| 3Y | +624.3% | +204.1% | +420.2% | +292.4% |
| 5Y | +329.1% | -37.5% | +366.7% | +215.2% |
| All | +329.1% | -39.1% | +368.2% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling