-23.5%
GFS vs KEEL
+210.8%
-234.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -1.4% |
| 7D | +2.6% | +21.5% | -18.9% | -0.4% |
| 30D | -16.4% | -3.9% | -12.5% | -16.3% |
| 3M | -41.6% | -34.1% | -7.5% | -38.8% |
| 6M | -3.7% | +82.8% | -86.5% | -11.8% |
| YTD | +29.3% | +58.7% | -29.4% | +18.8% |
| 1Y | +37.1% | +191.4% | -154.3% | +12.4% |
| All | -23.5% | +210.8% | -234.3% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling