+43.7%
F vs KEEL
-39.1%
+82.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.9% |
| 7D | -4.9% | +19.3% | -24.2% | -6.8% |
| 30D | -2.9% | +9.1% | -12.0% | -4.3% |
| 3M | -9.1% | -31.5% | +22.5% | -6.8% |
| 6M | +12.9% | +75.8% | -62.9% | +2.8% |
| YTD | +6.1% | +57.9% | -51.8% | -3.3% |
| 1Y | +22.5% | +133.3% | -110.8% | +2.8% |
| 3Y | +32.1% | +204.1% | -172.0% | -5.8% |
| 5Y | +43.7% | -37.5% | +81.3% | +16.3% |
| All | +43.7% | -39.1% | +82.8% | +16.3% |
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