+39.7%
FE vs KEEL
+283.4%
-243.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.6% |
| 7D | +1.9% | +7.8% | -5.8% | +1.9% |
| 30D | -1.2% | -11.7% | +10.5% | -1.1% |
| 3M | +3.5% | -41.5% | +45.0% | +3.8% |
| 6M | -6.1% | +54.9% | -61.0% | -6.8% |
| YTD | +7.6% | +47.7% | -40.0% | +6.7% |
| 1Y | +11.9% | +177.6% | -165.7% | +10.0% |
| 3Y | +48.4% | +164.9% | -116.5% | +44.4% |
| 5Y | +44.8% | -45.9% | +90.7% | +41.1% |
| All | +39.7% | +283.4% | -243.8% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling