+47.1%
FE vs KEEL
+209.2%
-162.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.2% | +19.3% | -19.5% | -0.2% |
| 30D | -1.2% | +9.1% | -10.3% | -1.2% |
| 3M | +1.7% | -31.5% | +33.2% | +1.7% |
| 6M | -7.5% | +75.8% | -83.3% | -7.9% |
| YTD | +6.3% | +57.9% | -51.6% | +5.9% |
| 1Y | +10.9% | +133.3% | -122.5% | +10.5% |
| All | +47.1% | +209.2% | -162.1% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling