+105.5%
KEEL vs ALK
-34.0%
+139.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -3.9% |
| 7D | -0.5% | -1.2% | +0.6% | +0.1% |
| 30D | -27.1% | +7.7% | -34.8% | -30.7% |
| 3M | -43.8% | -19.0% | -24.8% | -37.9% |
| 6M | -55.2% | -0.2% | -55.0% | -56.3% |
| YTD | -20.9% | -23.5% | +2.6% | -11.2% |
| 1Y | -28.5% | -9.1% | -19.3% | -27.1% |
| 3Y | +66.1% | +12.0% | +54.0% | +48.5% |
| 5Y | -78.3% | -30.9% | -47.5% | -75.5% |
| All | +105.5% | -34.0% | +139.6% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling