+237.3%
KEEL vs ACGL
+30.4%
+206.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.4% |
| 7D | +19.3% | -2.1% | +21.4% | +18.6% |
| 30D | +9.1% | -2.2% | +11.3% | +8.6% |
| 3M | -31.5% | +6.3% | -37.9% | -30.9% |
| 6M | +75.8% | +0.5% | +75.3% | +76.9% |
| YTD | +57.9% | +0.2% | +57.7% | +58.3% |
| 1Y | +133.3% | +7.3% | +126.1% | +131.8% |
| All | +237.3% | +30.4% | +206.9% | +242.6% |
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