+177.6%
KEEL vs ACI
-32.3%
+209.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.4% |
| 7D | +7.8% | +0.2% | +7.6% | +7.8% |
| 30D | -11.7% | +5.9% | -17.6% | -9.1% |
| 3M | -41.5% | -19.8% | -21.7% | -42.4% |
| 6M | +54.9% | -24.7% | +79.7% | +51.3% |
| YTD | +47.7% | -24.4% | +72.0% | +43.7% |
| 1Y | +177.6% | -31.5% | +209.1% | +152.8% |
| All | +177.6% | -32.3% | +209.9% | +152.8% |
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