-38.2%
KEEL vs ACM
-0.5%
-37.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.5% | -5.5% |
| 7D | +2.7% | -5.9% | +8.6% | +9.1% |
| 30D | +4.6% | -6.2% | +10.8% | +8.0% |
| 3M | -34.5% | -7.9% | -26.6% | -33.0% |
| 6M | +59.3% | -30.6% | +89.9% | +125.6% |
| YTD | +46.4% | -33.3% | +79.7% | +109.8% |
| 1Y | +96.6% | -49.2% | +145.8% | +304.7% |
| 3Y | +182.0% | -23.5% | +205.4% | +235.9% |
| 5Y | -38.2% | +0.9% | -39.2% | -48.2% |
| All | -38.2% | -0.5% | -37.7% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling