-35.3%
KEEL vs AJG
+74.4%
-109.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.1% |
| 7D | +2.9% | -8.3% | +11.2% | +5.1% |
| 30D | +0.8% | -5.7% | +6.5% | +2.0% |
| 3M | -35.3% | +9.1% | -44.4% | -40.3% |
| 6M | +59.4% | +15.2% | +44.2% | +40.6% |
| YTD | +51.9% | -6.3% | +58.2% | +51.4% |
| 1Y | +75.0% | -19.1% | +94.1% | +92.3% |
| 3Y | +224.5% | +8.2% | +216.3% | +147.7% |
| All | -35.3% | +74.4% | -109.7% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling