+294.5%
KEEL vs AJG
+195.1%
+99.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +2.9% | -8.3% | +11.2% | +4.1% |
| 30D | +0.8% | -5.7% | +6.5% | +1.5% |
| 3M | -35.3% | +9.1% | -44.4% | -38.1% |
| 6M | +59.4% | +15.2% | +44.2% | +48.9% |
| YTD | +51.9% | -6.3% | +58.2% | +51.4% |
| 1Y | +75.0% | -19.1% | +94.1% | +83.2% |
| 3Y | +224.5% | +8.2% | +216.3% | +199.4% |
| 5Y | -35.9% | +75.6% | -111.5% | -48.5% |
| All | +294.5% | +195.1% | +99.4% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling