+391.7%
APP vs KEEL
-19.9%
+411.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.5% |
| 7D | +0.9% | +7.8% | -6.9% | -0.8% |
| 30D | -23.3% | -11.7% | -11.6% | -21.9% |
| 3M | -42.6% | -41.5% | -1.2% | -37.7% |
| 6M | -33.6% | +54.9% | -88.5% | -42.8% |
| YTD | -52.4% | +47.7% | -100.1% | -58.9% |
| 1Y | -35.9% | +177.6% | -213.5% | -55.2% |
| 3Y | +642.2% | +164.9% | +477.3% | +357.4% |
| 5Y | +311.1% | -45.9% | +356.9% | +184.7% |
| All | +391.7% | -19.9% | +411.5% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling