+225.6%
FANG vs KEEL
-34.6%
+260.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.4% |
| 7D | +2.9% | +2.9% | 0.0% | +2.7% |
| 30D | +2.6% | +0.8% | +1.8% | +2.3% |
| 3M | +7.6% | -35.3% | +42.9% | +9.4% |
| 6M | +17.3% | +59.4% | -42.1% | +11.4% |
| YTD | +38.7% | +51.9% | -13.2% | +31.1% |
| 1Y | +51.6% | +75.0% | -23.4% | +38.7% |
| 3Y | +50.0% | +224.5% | -174.6% | +20.0% |
| All | +225.6% | -34.6% | +260.2% | +185.8% |
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 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