+239.1%
KEEL vs ALLE
+48.8%
+190.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +8.0% |
| 7D | +21.5% | +2.8% | +18.7% | +19.2% |
| 30D | -3.9% | -7.6% | +3.8% | +1.5% |
| 3M | -34.1% | +22.8% | -56.9% | -44.3% |
| 6M | +82.8% | +4.6% | +78.2% | +76.0% |
| YTD | +58.7% | -1.2% | +59.9% | +57.7% |
| 1Y | +191.4% | -9.1% | +200.5% | +211.3% |
| All | +239.1% | +48.8% | +190.3% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling