+294.5%
KEEL vs ALLE
+76.1%
+218.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.0% |
| 7D | +2.9% | -2.4% | +5.3% | +4.2% |
| 30D | +0.8% | -7.7% | +8.5% | +5.4% |
| 3M | -35.3% | +15.2% | -50.5% | -41.0% |
| 6M | +59.4% | +5.4% | +54.0% | +53.3% |
| YTD | +51.9% | -2.9% | +54.8% | +52.2% |
| 1Y | +75.0% | -12.8% | +87.8% | +86.5% |
| 3Y | +224.5% | +47.2% | +177.4% | +158.6% |
| 5Y | -35.9% | +13.5% | -49.4% | -46.9% |
| All | +294.5% | +76.1% | +218.4% | +389.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling