+34.0%
FANG vs KEEL
-58.5%
+92.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -21.4% | +19.6% | -2.4% |
| 7D | -13.0% | -28.6% | +15.6% | -13.7% |
| 30D | -2.9% | -52.4% | +49.5% | -4.7% |
| 3M | -3.0% | -58.0% | +55.0% | -4.8% |
| 6M | -11.9% | -53.3% | +41.3% | -12.2% |
| YTD | +21.5% | -29.8% | +51.3% | +21.5% |
| 1Y | +34.0% | -59.4% | +93.3% | +36.4% |
| All | +34.0% | -58.5% | +92.5% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling