+27.2%
GFS vs KEEL
-32.0%
+59.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.6% |
| 7D | +7.4% | -0.5% | +7.9% | +7.5% |
| 30D | -15.3% | -27.1% | +11.8% | -9.6% |
| 3M | -21.1% | -43.8% | +22.7% | -11.8% |
| 6M | -44.5% | -55.2% | +10.7% | -34.5% |
| YTD | +19.2% | -20.9% | +40.1% | +28.0% |
| 1Y | +27.2% | -28.5% | +55.7% | +37.5% |
| All | +27.2% | -32.0% | +59.2% | +37.5% |
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