+312.2%
KEEL vs ACM
+111.8%
+200.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +8.0% |
| 7D | +21.5% | -0.3% | +21.8% | +21.7% |
| 30D | -3.9% | -12.9% | +9.1% | +3.3% |
| 3M | -34.1% | -6.4% | -27.7% | -33.3% |
| 6M | +82.8% | -29.2% | +112.1% | +122.8% |
| YTD | +58.7% | -29.9% | +88.7% | +92.5% |
| 1Y | +191.4% | -47.3% | +238.7% | +331.3% |
| 3Y | +205.7% | -19.6% | +225.4% | +257.0% |
| 5Y | -37.0% | +5.5% | -42.5% | -31.9% |
| All | +312.2% | +111.8% | +200.4% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling