-37.5%
KEEL vs ALLE
+11.9%
-49.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +2.0% |
| 7D | +19.3% | -2.2% | +21.4% | +21.7% |
| 30D | +9.1% | -8.3% | +17.5% | +18.0% |
| 3M | -31.5% | +16.3% | -47.8% | -42.4% |
| 6M | +75.8% | +1.8% | +74.0% | +68.9% |
| YTD | +57.9% | -3.9% | +61.8% | +58.2% |
| 1Y | +133.3% | -10.0% | +143.4% | +151.1% |
| 3Y | +204.1% | +45.8% | +158.3% | +81.0% |
| 5Y | -37.5% | +13.3% | -50.8% | -46.2% |
| All | -37.5% | +11.9% | -49.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling