+10.4%
FE vs KEEL
+83.0%
-72.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.1% |
| 7D | -1.7% | +2.7% | -4.4% | -1.7% |
| 30D | -1.3% | +4.6% | -5.8% | -1.2% |
| 3M | +0.6% | -34.5% | +35.1% | +0.5% |
| 6M | -6.8% | +59.3% | -66.1% | -7.5% |
| YTD | +6.4% | +46.4% | -40.0% | +5.6% |
| All | +10.4% | +83.0% | -72.6% | +15.5% |
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