+294.5%
KEEL vs A
+121.1%
+173.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +1.8% |
| 7D | +2.9% | -2.6% | +5.5% | +4.9% |
| 30D | +0.8% | -0.9% | +1.7% | +1.4% |
| 3M | -35.3% | +13.6% | -49.0% | -42.1% |
| 6M | +59.4% | +27.8% | +31.5% | +27.3% |
| YTD | +51.9% | +8.6% | +43.3% | +38.5% |
| 1Y | +75.0% | +16.9% | +58.1% | +48.4% |
| 3Y | +224.5% | +32.9% | +191.6% | +130.6% |
| 5Y | -35.9% | -14.1% | -21.8% | -34.0% |
| All | +294.5% | +121.1% | +173.4% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling