+309.9%
KEEL vs A
+117.8%
+192.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.6% |
| 7D | +19.3% | -4.4% | +23.7% | +23.1% |
| 30D | +9.1% | -2.7% | +11.8% | +11.1% |
| 3M | -31.5% | +7.0% | -38.6% | -35.9% |
| 6M | +75.8% | +24.6% | +51.2% | +43.1% |
| YTD | +57.9% | +7.0% | +50.9% | +45.4% |
| 1Y | +133.3% | +15.6% | +117.8% | +99.5% |
| 3Y | +204.1% | +29.9% | +174.2% | +120.1% |
| 5Y | -37.5% | -15.4% | -22.2% | -35.0% |
| All | +309.9% | +117.8% | +192.1% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling