+696.9%
AVGO vs KEEL
-34.6%
+731.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.2% |
| 7D | +1.1% | +2.9% | -1.7% | +0.7% |
| 30D | -13.0% | +0.8% | -13.8% | -13.6% |
| 3M | -6.0% | -35.3% | +29.4% | -1.8% |
| 6M | +6.4% | +59.4% | -53.0% | -3.5% |
| YTD | +5.0% | +51.9% | -46.9% | -5.3% |
| 1Y | +1.4% | +75.0% | -73.6% | -12.7% |
| 3Y | +336.8% | +224.5% | +112.3% | +215.7% |
| All | +696.9% | -34.6% | +731.5% | +553.7% |
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