-37.5%
KEEL vs ABCL
-39.4%
+1.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.0% |
| 7D | +19.3% | -2.7% | +22.0% | +20.8% |
| 30D | +9.1% | +18.3% | -9.2% | +0.2% |
| 3M | -31.5% | +108.5% | -140.0% | -57.2% |
| 6M | +75.8% | +213.9% | -138.1% | -13.2% |
| YTD | +57.9% | +223.1% | -165.2% | -24.7% |
| 1Y | +133.3% | +160.6% | -27.3% | +23.7% |
| 3Y | +204.1% | +104.3% | +99.8% | +62.1% |
| 5Y | -37.5% | -40.0% | +2.5% | -56.5% |
| All | -37.5% | -39.4% | +1.9% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling