+177.6%
KEEL vs AJG
-12.9%
+190.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +2.5% |
| 7D | +7.8% | -1.8% | +9.6% | +6.2% |
| 30D | -11.7% | +4.6% | -16.3% | -8.2% |
| 3M | -41.5% | +24.9% | -66.4% | -34.5% |
| 6M | +54.9% | +17.2% | +37.7% | +73.8% |
| YTD | +47.7% | +2.2% | +45.5% | +67.4% |
| 1Y | +177.6% | -11.5% | +189.1% | +251.9% |
| All | +177.6% | -12.9% | +190.5% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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