+312.2%
KEEL vs ALC
+17.5%
+294.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.0% | +9.5% | +8.7% |
| 7D | +21.5% | -3.7% | +25.2% | +24.0% |
| 30D | -3.9% | -3.7% | -0.1% | -2.6% |
| 3M | -34.1% | +4.6% | -38.7% | -37.9% |
| 6M | +82.8% | -14.6% | +97.4% | +94.4% |
| YTD | +58.7% | -11.9% | +70.6% | +64.8% |
| 1Y | +191.4% | -13.1% | +204.6% | +201.9% |
| 3Y | +205.7% | -15.0% | +220.7% | +215.9% |
| 5Y | -37.0% | -16.2% | -20.8% | -34.2% |
| All | +312.2% | +17.5% | +294.6% | +378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling