-80.9%
FIG vs KEEL
+206.6%
-287.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.2% |
| 7D | -14.5% | +19.3% | -33.8% | -15.3% |
| 30D | -13.3% | +9.1% | -22.4% | -14.0% |
| 3M | +7.4% | -31.5% | +39.0% | +9.7% |
| 6M | -27.8% | +75.8% | -103.6% | -37.9% |
| YTD | -41.1% | +57.9% | -99.0% | -49.2% |
| 1Y | -58.7% | +133.3% | -192.1% | -67.7% |
| All | -80.9% | +206.6% | -287.6% | -85.4% |
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 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