+212.7%
KEEL vs ALC
-18.5%
+231.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.7% | -4.5% | -6.4% |
| 7D | +2.7% | -7.7% | +10.4% | +5.2% |
| 30D | +4.6% | -11.7% | +16.2% | +8.4% |
| 3M | -34.5% | +0.7% | -35.1% | -36.2% |
| 6M | +59.3% | -17.1% | +76.3% | +70.8% |
| YTD | +46.4% | -15.1% | +61.5% | +54.9% |
| 1Y | +96.6% | -14.1% | +110.7% | +104.9% |
| All | +212.7% | -18.5% | +231.2% | +325.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling