+294.5%
KEEL vs AFL
+160.5%
+134.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | +0.8% | -4.0% | +4.9% | +1.7% |
| 3M | -35.3% | -0.5% | -34.8% | -35.6% |
| 6M | +59.4% | +6.5% | +52.9% | +54.8% |
| YTD | +51.9% | +6.2% | +45.7% | +46.8% |
| 1Y | +75.0% | +8.3% | +66.7% | +67.5% |
| 3Y | +224.5% | +62.5% | +162.0% | +178.1% |
| 5Y | -35.9% | +136.2% | -172.1% | -49.7% |
| All | +294.5% | +160.5% | +134.0% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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