+115.5%
KEEL vs ACGL
+193.3%
-77.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +18.2% | -1.2% | +19.4% | +18.3% |
| 30D | -32.1% | +12.8% | -44.8% | -33.6% |
| 3M | -44.9% | +12.3% | -57.2% | -46.2% |
| 6M | -52.1% | +15.8% | -67.9% | -54.0% |
| YTD | -17.0% | +13.9% | -30.9% | -20.7% |
| 1Y | -38.5% | +19.0% | -57.5% | -42.0% |
| 3Y | +62.5% | +33.7% | +28.8% | +46.1% |
| 5Y | -77.3% | +173.4% | -250.7% | -83.9% |
| All | +115.5% | +193.3% | -77.8% | +127.0% |
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