-35.1%
AUR vs KEEL
-34.6%
-0.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.4% |
| 7D | +1.4% | +2.9% | -1.5% | +0.4% |
| 30D | -6.4% | +0.8% | -7.3% | -7.2% |
| 3M | +7.7% | -35.3% | +43.0% | +18.9% |
| 6M | +44.5% | +59.4% | -14.9% | +16.5% |
| YTD | +67.4% | +51.9% | +15.5% | +33.6% |
| 1Y | +15.4% | +75.0% | -59.6% | -19.0% |
| 3Y | +94.8% | +224.5% | -129.7% | -12.9% |
| All | -35.1% | -34.6% | -0.5% | -53.2% |
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