+93.1%
FOXA vs KEEL
-34.6%
+127.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +1.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.6% |
| 30D | +5.0% | +0.8% | +4.2% | +4.8% |
| 3M | -3.0% | -35.3% | +32.3% | -1.9% |
| 6M | +14.8% | +59.4% | -44.6% | +9.9% |
| YTD | -8.9% | +51.9% | -60.8% | -13.0% |
| 1Y | +13.3% | +75.0% | -61.7% | +5.3% |
| 3Y | +115.4% | +224.5% | -109.1% | +79.0% |
| All | +93.1% | -34.6% | +127.7% | +63.4% |
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