+1,131.0%
KEEL vs ACI
+21.2%
+1,109.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.5% | +3.6% |
| 7D | +2.9% | -3.7% | +6.6% | +3.0% |
| 30D | +0.8% | +0.6% | +0.3% | +0.7% |
| 3M | -35.3% | -20.3% | -15.0% | -34.3% |
| 6M | +59.4% | -24.7% | +84.0% | +62.2% |
| YTD | +51.9% | -27.2% | +79.1% | +55.1% |
| 1Y | +75.0% | -32.7% | +107.7% | +80.7% |
| 3Y | +224.5% | -43.9% | +268.4% | +242.4% |
| 5Y | -35.9% | -38.9% | +3.0% | -33.1% |
| All | +1,131.0% | +21.2% | +1,109.9% | +954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling