-37.5%
KEEL vs ACGL
+152.7%
-190.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +19.3% | -2.1% | +21.4% | +19.5% |
| 30D | +9.1% | -2.2% | +11.3% | +9.3% |
| 3M | -31.5% | +6.3% | -37.9% | -33.0% |
| 6M | +75.8% | +0.5% | +75.3% | +73.6% |
| YTD | +57.9% | +0.2% | +57.7% | +54.3% |
| 1Y | +133.3% | +7.3% | +126.1% | +121.4% |
| 3Y | +204.1% | +30.8% | +173.3% | +156.1% |
| 5Y | -37.5% | +155.8% | -193.3% | -69.7% |
| All | -37.5% | +152.7% | -190.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling