+1,092.2%
FIX vs KEEL
-74.0%
+1,166.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.4% | -3.3% | +3.6% |
| 7D | +6.4% | -1.4% | +7.9% | +6.6% |
| 30D | -29.1% | -29.8% | +0.7% | -25.0% |
| 3M | -31.1% | -37.1% | +5.9% | -26.3% |
| 6M | -42.8% | -51.9% | +9.1% | -36.9% |
| YTD | +24.6% | -11.9% | +36.6% | +24.3% |
| 1Y | +21.9% | -38.6% | +60.5% | +26.5% |
| 3Y | +524.9% | +72.5% | +452.4% | +431.5% |
| 5Y | +1,092.2% | -74.4% | +1,166.6% | +1,052.3% |
| All | +1,092.2% | -74.0% | +1,166.2% | +1,052.3% |
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