+74.1%
KEEL vs ACGL
+33.3%
+40.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +18.2% | -1.2% | +19.4% | +17.7% |
| 30D | -32.1% | +12.8% | -44.8% | -28.2% |
| 3M | -44.9% | +12.3% | -57.2% | -41.7% |
| 6M | -52.1% | +15.8% | -67.9% | -48.6% |
| YTD | -17.0% | +13.9% | -30.9% | -11.4% |
| 1Y | -38.5% | +19.0% | -57.5% | -34.5% |
| All | +74.1% | +33.3% | +40.8% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling