+8.1%
FPS vs KEEL
+82.9%
-74.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +0.9% |
| 7D | +3.1% | +7.8% | -4.6% | -0.2% |
| 30D | -18.6% | -11.7% | -6.8% | -15.4% |
| 3M | -51.5% | -41.5% | -10.0% | -41.3% |
| 6M | -8.5% | +54.9% | -63.4% | -30.6% |
| All | +8.1% | +82.9% | -74.8% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling