+59.4%
KEEL vs AGI
-27.8%
+87.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.4% |
| 7D | +2.9% | -2.7% | +5.6% | +4.3% |
| 30D | +0.8% | +7.2% | -6.4% | -1.5% |
| 3M | -35.3% | +4.3% | -39.6% | -36.8% |
| 6M | +59.4% | -27.1% | +86.5% | +86.3% |
| All | +59.4% | -27.8% | +87.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 6mo: compounded portfolio wealth divided by compounded AGI 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…
6mo analysis · Full analysis span regression · 6 months rolling