+96.6%
KEEL vs ACGL
+8.0%
+88.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.1% |
| 7D | +2.7% | -3.6% | +6.3% | -2.8% |
| 30D | +4.6% | -2.1% | +6.7% | +2.0% |
| 3M | -34.5% | +5.4% | -39.8% | -28.1% |
| 6M | +59.3% | 0.0% | +59.2% | +66.4% |
| YTD | +46.4% | +0.3% | +46.1% | +56.6% |
| 1Y | +96.6% | +6.2% | +90.4% | +126.5% |
| All | +96.6% | +8.0% | +88.5% | +126.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling