-44.1%
APTV vs KEEL
+294.5%
-338.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.6% |
| 7D | -5.0% | +2.9% | -7.9% | -5.3% |
| 30D | -6.1% | +0.8% | -6.9% | -6.4% |
| 3M | -33.0% | -35.3% | +2.3% | -31.6% |
| 6M | -35.2% | +59.4% | -94.6% | -38.3% |
| YTD | -40.1% | +51.9% | -92.1% | -43.2% |
| 1Y | -45.6% | +75.0% | -120.6% | -49.7% |
| 3Y | -54.4% | +224.5% | -278.9% | -61.6% |
| 5Y | -68.9% | -35.9% | -33.0% | -73.3% |
| All | -44.1% | +294.5% | -338.6% | -52.5% |
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