-45.3%
KEEL vs ALLE
+18.6%
-63.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.3% |
| 7D | -13.6% | +6.7% | -20.2% | -14.6% |
| 30D | -39.1% | +25.4% | -64.5% | -42.2% |
| 3M | -48.9% | +16.9% | -65.8% | -50.3% |
| 6M | -35.4% | +46.6% | -81.9% | -43.0% |
| YTD | -10.6% | +22.4% | -33.1% | -16.3% |
| 1Y | -45.3% | +17.7% | -63.0% | -46.2% |
| All | -45.3% | +18.6% | -63.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling