+283.4%
KEEL vs ACGL
+163.4%
+120.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | +7.8% | -0.7% | +8.5% | +7.9% |
| 30D | -11.7% | -1.0% | -10.7% | -11.6% |
| 3M | -41.5% | +11.0% | -52.5% | -43.3% |
| 6M | +54.9% | -0.3% | +55.2% | +53.4% |
| YTD | +47.7% | +2.3% | +45.4% | +44.1% |
| 1Y | +177.6% | +6.4% | +171.2% | +166.8% |
| 3Y | +164.9% | +34.0% | +130.9% | +134.2% |
| 5Y | -45.9% | +161.6% | -207.5% | -61.5% |
| All | +283.4% | +163.4% | +120.0% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling