+0.7%
FPS vs KEEL
+81.3%
-80.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.3% | +1.5% | -2.6% |
| 7D | -4.6% | +2.7% | -7.3% | -5.7% |
| 30D | -22.6% | +4.6% | -27.1% | -25.2% |
| 3M | -45.1% | -34.5% | -10.6% | -36.6% |
| 6M | -17.8% | +59.3% | -77.1% | -38.7% |
| All | +0.7% | +81.3% | -80.6% | -34.4% |
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