+1,144.0%
ASX vs KEEL
+312.2%
+831.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.5% | -1.4% | +5.4% |
| 7D | +6.3% | +21.5% | -15.2% | +4.4% |
| 30D | +6.4% | -3.9% | +10.3% | +6.5% |
| 3M | +13.1% | -34.1% | +47.2% | +16.7% |
| 6M | +90.3% | +82.8% | +7.5% | +80.2% |
| YTD | +149.6% | +58.7% | +90.9% | +137.5% |
| 1Y | +249.2% | +191.4% | +57.8% | +211.0% |
| 3Y | +445.9% | +205.7% | +240.2% | +361.0% |
| 5Y | +477.7% | -37.0% | +514.7% | +399.8% |
| All | +1,144.0% | +312.2% | +831.8% | +912.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling