+294.5%
KEEL vs AGI
+432.7%
-138.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +2.9% | -2.7% | +5.6% | +3.7% |
| 30D | +0.8% | +7.2% | -6.4% | -0.8% |
| 3M | -35.3% | +4.3% | -39.6% | -36.4% |
| 6M | +59.4% | -27.1% | +86.5% | +72.2% |
| YTD | +51.9% | -6.6% | +58.5% | +53.3% |
| 1Y | +75.0% | +9.5% | +65.5% | +69.9% |
| 3Y | +224.5% | +208.4% | +16.1% | +145.5% |
| 5Y | -35.9% | +401.6% | -437.5% | -55.4% |
| All | +294.5% | +432.7% | -138.2% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling