+115.5%
KEEL vs ACWI
+150.3%
-34.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -4.6% |
| 7D | +18.2% | +2.7% | +15.5% | +12.3% |
| 30D | -32.1% | -2.6% | -29.5% | -26.5% |
| 3M | -44.9% | -3.2% | -41.7% | -39.2% |
| 6M | -52.1% | +1.9% | -54.0% | -51.0% |
| YTD | -17.0% | +11.3% | -28.4% | -25.1% |
| 1Y | -38.5% | +11.7% | -50.1% | -44.3% |
| 3Y | +62.5% | +74.4% | -11.9% | -22.9% |
| 5Y | -77.3% | +59.5% | -136.7% | -86.9% |
| All | +115.5% | +150.3% | -34.8% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling