+66.1%
KEEL vs ABCL
+185.8%
-119.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.1% |
| 7D | -0.5% | -3.3% | +2.7% | +0.9% |
| 30D | -27.1% | -7.1% | -19.9% | -23.4% |
| 3M | -43.8% | +4.7% | -48.5% | -44.6% |
| 6M | -55.2% | +140.9% | -196.1% | -73.7% |
| YTD | -20.9% | +236.0% | -256.8% | -62.0% |
| 1Y | -28.5% | +217.4% | -245.9% | -64.5% |
| 3Y | +66.1% | +188.7% | -122.6% | -16.7% |
| All | +66.1% | +185.8% | -119.7% | -16.7% |
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