-83.1%
FRMI vs KEEL
+23.5%
-106.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.7% | +0.3% |
| 7D | +7.4% | +2.9% | +4.5% | +6.1% |
| 30D | -27.6% | +0.8% | -28.5% | -28.3% |
| 3M | -20.9% | -35.3% | +14.5% | -6.9% |
| 6M | -36.6% | +59.4% | -96.0% | -53.1% |
| YTD | -31.3% | +51.9% | -83.2% | -48.1% |
| All | -83.1% | +23.5% | -106.6% | -85.7% |
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