+75.0%
KEEL vs ALC
-14.7%
+89.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.4% |
| 7D | +2.9% | -6.3% | +9.2% | 0.0% |
| 30D | +0.8% | -10.3% | +11.1% | -3.5% |
| 3M | -35.3% | -0.7% | -34.6% | -35.8% |
| 6M | +59.4% | -17.8% | +77.2% | +63.3% |
| YTD | +51.9% | -15.8% | +67.7% | +57.8% |
| 1Y | +75.0% | -16.7% | +91.7% | +100.7% |
| All | +75.0% | -14.7% | +89.7% | +100.7% |
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