+51.1%
FE vs KEEL
-34.6%
+85.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -0.3% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | -1.9% | +0.8% | -2.7% | -1.9% |
| 3M | -0.2% | -35.3% | +35.1% | +0.1% |
| 6M | -7.1% | +59.4% | -66.4% | -8.1% |
| YTD | +6.1% | +51.9% | -45.8% | +4.9% |
| 1Y | +10.1% | +75.0% | -64.9% | +8.3% |
| 3Y | +46.9% | +224.5% | -177.7% | +39.9% |
| All | +51.1% | -34.6% | +85.7% | +43.4% |
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 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