+280.1%
KEEL vs ALK
-31.3%
+311.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -7.0% |
| 7D | +2.7% | -3.1% | +5.8% | +4.3% |
| 30D | +4.6% | -17.1% | +21.7% | +14.9% |
| 3M | -34.5% | -3.8% | -30.7% | -33.6% |
| 6M | +59.3% | -5.3% | +64.5% | +61.5% |
| YTD | +46.4% | -20.3% | +66.6% | +62.0% |
| 1Y | +96.6% | -36.0% | +132.5% | +140.2% |
| 3Y | +182.0% | +0.8% | +181.2% | +166.5% |
| 5Y | -38.2% | -28.5% | -9.8% | -30.9% |
| All | +280.1% | -31.3% | +311.4% | +703.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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