+105.5%
KEEL vs ACGL
+194.3%
-88.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.7% |
| 7D | -0.5% | +2.2% | -2.7% | -0.8% |
| 30D | -27.1% | +12.3% | -39.4% | -28.6% |
| 3M | -43.8% | +11.8% | -55.6% | -45.1% |
| 6M | -55.2% | +17.5% | -72.6% | -57.1% |
| YTD | -20.9% | +14.3% | -35.1% | -24.4% |
| 1Y | -28.5% | +18.2% | -46.6% | -32.4% |
| 3Y | +66.1% | +33.2% | +32.9% | +49.6% |
| 5Y | -78.3% | +174.3% | -252.6% | -84.7% |
| All | +105.5% | +194.3% | -88.8% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling