-45.3%
KEEL vs ADVB
-76.7%
+31.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -4.0% |
| 7D | -13.6% | -29.5% | +15.9% | -12.9% |
| 30D | -39.1% | -66.9% | +27.7% | -38.1% |
| 3M | -48.9% | -73.7% | +24.8% | -48.1% |
| 6M | -35.4% | -64.8% | +29.4% | -37.2% |
| YTD | -10.6% | -64.0% | +53.4% | -12.2% |
| 1Y | -45.3% | -77.0% | +31.7% | -39.3% |
| All | -45.3% | -76.7% | +31.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling