-35.3%
KEEL vs ALK
-27.4%
-7.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +1.7% |
| 7D | +2.9% | -2.1% | +5.0% | +4.4% |
| 30D | +0.8% | -13.1% | +14.0% | +11.9% |
| 3M | -35.3% | -11.8% | -23.5% | -29.5% |
| 6M | +59.4% | -0.4% | +59.8% | +53.7% |
| YTD | +51.9% | -18.2% | +70.1% | +70.3% |
| 1Y | +75.0% | -35.5% | +110.5% | +133.7% |
| 3Y | +224.5% | +1.8% | +222.7% | +146.0% |
| All | -35.3% | -27.4% | -7.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling