-0.8%
GFS vs KEEL
-27.4%
+26.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +4.5% | +19.3% | -14.8% | +1.2% |
| 30D | -8.2% | +9.1% | -17.3% | -10.0% |
| 3M | -38.9% | -31.5% | -7.3% | -35.7% |
| 6M | -2.9% | +75.8% | -78.7% | -13.3% |
| YTD | +31.8% | +57.9% | -26.1% | +17.6% |
| 1Y | +43.1% | +133.3% | -90.2% | +14.4% |
| 3Y | -20.6% | +204.1% | -224.7% | -48.7% |
| All | -0.8% | -27.4% | +26.6% | -18.9% |
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 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