+205.7%
KEEL vs ACWI
+77.6%
+128.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +9.0% |
| 7D | +21.5% | +1.1% | +20.4% | +17.4% |
| 30D | -3.9% | -0.2% | -3.7% | -2.5% |
| 3M | -34.1% | +4.7% | -38.8% | -41.9% |
| 6M | +82.8% | +14.5% | +68.4% | +26.4% |
| YTD | +58.7% | +14.6% | +44.1% | +13.2% |
| 1Y | +191.4% | +21.4% | +170.0% | +81.1% |
| 3Y | +205.7% | +77.6% | +128.1% | -23.2% |
| All | +205.7% | +77.6% | +128.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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