-45.3%
KEEL vs ACI
-18.4%
-26.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.7% | -1.8% |
| 7D | -13.6% | +4.5% | -18.1% | -10.4% |
| 30D | -39.1% | +20.9% | -60.0% | -31.0% |
| 3M | -48.9% | +15.2% | -64.2% | -43.2% |
| 6M | -35.4% | -13.3% | -22.1% | -32.6% |
| YTD | -10.6% | -16.2% | +5.6% | -10.1% |
| 1Y | -45.3% | -16.9% | -28.4% | -44.9% |
| All | -45.3% | -18.4% | -26.9% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling