-55.2%
KEEL vs ABCL
+133.5%
-188.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.4% |
| 7D | -0.5% | -3.3% | +2.7% | +0.2% |
| 30D | -27.1% | -7.1% | -19.9% | -25.4% |
| 3M | -43.8% | +4.7% | -48.5% | -42.9% |
| 6M | -55.2% | +140.9% | -196.1% | -58.6% |
| All | -55.2% | +133.5% | -188.7% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling