+44.6%
GFS vs KEEL
+104.8%
-60.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +1.3% |
| 7D | +3.2% | +2.7% | +0.5% | +2.6% |
| 30D | -9.6% | +4.6% | -14.1% | -10.7% |
| 3M | -38.5% | -34.5% | -4.0% | -35.0% |
| 6M | -1.3% | +59.3% | -60.6% | -5.5% |
| YTD | +31.8% | +46.4% | -14.6% | +25.1% |
| 1Y | +44.6% | +96.6% | -52.0% | +37.9% |
| All | +44.6% | +104.8% | -60.2% | +37.9% |
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