-59.4%
KEEL vs AJG
+16.2%
-75.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.1% | -21.3% | -21.5% |
| 7D | -28.6% | +7.4% | -36.0% | -23.0% |
| 30D | -52.4% | +25.3% | -77.8% | -40.8% |
| 3M | -58.0% | +15.1% | -73.1% | -50.8% |
| 6M | -53.3% | +40.8% | -94.1% | -39.8% |
| YTD | -29.8% | +12.3% | -42.1% | -9.5% |
| 1Y | -59.4% | +17.5% | -76.9% | -47.4% |
| All | -59.4% | +16.2% | -75.5% | -47.4% |
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