+283.4%
KEEL vs ACWI
+158.8%
+124.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.8% | +0.5% | +7.3% | +6.9% |
| 30D | -11.7% | +0.9% | -12.6% | -12.6% |
| 3M | -41.5% | +2.4% | -43.9% | -42.7% |
| 6M | +54.9% | +12.4% | +42.5% | +30.0% |
| YTD | +47.7% | +15.2% | +32.5% | +21.0% |
| 1Y | +177.6% | +22.7% | +154.9% | +107.3% |
| 3Y | +164.9% | +75.8% | +89.1% | +19.3% |
| 5Y | -45.9% | +67.7% | -113.6% | -71.8% |
| All | +283.4% | +158.8% | +124.6% | +126.7% |
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