+70.5%
KEEL vs ADVB
-97.4%
+167.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.7% |
| 7D | -12.8% | -4.1% | -8.7% | -12.5% |
| 30D | -37.4% | -60.3% | +22.9% | -35.3% |
| 3M | -43.8% | -73.3% | +29.5% | -41.6% |
| 6M | -51.9% | -65.9% | +14.0% | -52.7% |
| YTD | -18.7% | -63.9% | +45.1% | -21.5% |
| 1Y | -46.6% | -74.1% | +27.5% | -46.9% |
| All | +70.5% | -97.4% | +167.9% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling