-68.1%
FIS vs KEEL
+309.9%
-378.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -9.1% | +19.3% | -28.4% | -9.4% |
| 30D | -10.4% | +9.1% | -19.6% | -10.7% |
| 3M | -3.7% | -31.5% | +27.9% | -3.3% |
| 6M | -24.8% | +75.8% | -100.6% | -26.6% |
| YTD | -41.6% | +57.9% | -99.4% | -43.0% |
| 1Y | -42.7% | +133.3% | -176.1% | -45.1% |
| 3Y | -26.2% | +204.1% | -230.3% | -31.2% |
| 5Y | -66.1% | -37.5% | -28.6% | -68.8% |
| All | -68.1% | +309.9% | -378.1% | -69.2% |
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