+224.5%
KEEL vs ACM
-22.9%
+247.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.0% |
| 7D | +2.9% | -4.6% | +7.5% | +6.7% |
| 30D | +0.8% | +4.1% | -3.2% | -3.8% |
| 3M | -35.3% | -8.3% | -27.0% | -33.6% |
| 6M | +59.4% | -30.1% | +89.4% | +115.3% |
| YTD | +51.9% | -32.6% | +84.5% | +106.9% |
| 1Y | +75.0% | -49.6% | +124.6% | +241.6% |
| 3Y | +224.5% | -23.0% | +247.6% | +325.8% |
| All | +224.5% | -22.9% | +247.4% | +325.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling