-35.7%
AUR vs KEEL
-47.0%
+11.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.5% |
| 7D | +1.4% | +2.9% | -1.5% | +0.5% |
| 30D | -6.4% | +0.8% | -7.3% | -7.1% |
| 3M | +7.7% | -35.3% | +43.0% | +18.1% |
| 6M | +44.5% | +59.4% | -14.9% | +18.7% |
| YTD | +67.4% | +51.9% | +15.5% | +36.4% |
| 1Y | +15.4% | +75.0% | -59.6% | -16.1% |
| 3Y | +94.8% | +224.5% | -129.7% | -3.3% |
| 5Y | -35.1% | -35.9% | +0.8% | -57.8% |
| All | -35.7% | -47.0% | +11.3% | -58.0% |
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