+294.5%
KEEL vs ALC
+12.3%
+282.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.2% |
| 7D | +2.9% | -6.3% | +9.2% | +7.0% |
| 30D | +0.8% | -10.3% | +11.1% | +7.2% |
| 3M | -35.3% | -0.7% | -34.6% | -37.0% |
| 6M | +59.4% | -17.8% | +77.2% | +73.4% |
| YTD | +51.9% | -15.8% | +67.7% | +62.2% |
| 1Y | +75.0% | -16.7% | +91.7% | +86.2% |
| 3Y | +224.5% | -19.7% | +244.3% | +248.5% |
| 5Y | -35.9% | -19.8% | -16.1% | -31.2% |
| All | +294.5% | +12.3% | +282.2% | +371.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling