+105.5%
KEEL vs ALLE
+121.2%
-15.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -5.1% |
| 7D | -0.5% | +3.6% | -4.1% | -2.3% |
| 30D | -27.1% | +25.9% | -52.9% | -36.1% |
| 3M | -43.8% | +15.8% | -59.6% | -48.5% |
| 6M | -55.2% | +48.1% | -103.3% | -64.7% |
| YTD | -20.9% | +22.0% | -42.8% | -30.6% |
| 1Y | -28.5% | +18.0% | -46.5% | -36.1% |
| 3Y | +66.1% | +93.1% | -27.0% | +13.3% |
| 5Y | -78.3% | +52.1% | -130.4% | -84.3% |
| All | +105.5% | +121.2% | -15.7% | +123.3% |
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