+205.7%
KEEL vs ABCL
+105.4%
+100.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +21.5% | +1.4% | +20.1% | +20.8% |
| 30D | -3.9% | +65.1% | -68.9% | -26.7% |
| 3M | -34.1% | +111.1% | -145.2% | -57.5% |
| 6M | +82.8% | +231.6% | -148.8% | -8.8% |
| YTD | +58.7% | +234.5% | -175.8% | -22.9% |
| 1Y | +191.4% | +174.3% | +17.1% | +56.3% |
| 3Y | +205.7% | +111.5% | +94.3% | +59.2% |
| All | +205.7% | +105.4% | +100.4% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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