-45.3%
KEEL vs ACM
-46.6%
+1.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.1% | -4.7% |
| 7D | -13.6% | +9.5% | -23.1% | -15.2% |
| 30D | -39.1% | +14.7% | -53.9% | -40.8% |
| 3M | -48.9% | -9.5% | -39.4% | -46.6% |
| 6M | -35.4% | -18.0% | -17.3% | -28.6% |
| YTD | -10.6% | -27.3% | +16.6% | +4.3% |
| 1Y | -45.3% | -47.0% | +1.7% | -30.7% |
| All | -45.3% | -46.6% | +1.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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