+177.6%
KEEL vs ALC
-10.2%
+187.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +2.6% |
| 7D | +7.8% | -2.1% | +9.9% | +6.8% |
| 30D | -11.7% | -0.1% | -11.6% | -11.7% |
| 3M | -41.5% | +5.9% | -47.4% | -40.2% |
| 6M | +54.9% | -15.9% | +70.8% | +64.5% |
| YTD | +47.7% | -10.1% | +57.8% | +57.9% |
| 1Y | +177.6% | -10.2% | +187.8% | +224.2% |
| All | +177.6% | -10.2% | +187.8% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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