+119.8%
F vs KEEL
+294.5%
-174.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | +0.4% |
| 7D | -4.4% | +2.9% | -7.3% | -4.7% |
| 30D | +1.0% | +0.8% | +0.2% | +0.7% |
| 3M | -4.0% | -35.3% | +31.3% | -2.4% |
| 6M | +18.1% | +59.4% | -41.3% | +12.9% |
| YTD | +10.2% | +51.9% | -41.7% | +5.1% |
| 1Y | +24.3% | +75.0% | -50.7% | +15.8% |
| 3Y | +38.1% | +224.5% | -186.5% | +18.1% |
| 5Y | +50.2% | -35.9% | +86.1% | +30.8% |
| All | +119.8% | +294.5% | -174.7% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling