+283.4%
KEEL vs ALLE
+80.4%
+203.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.0% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | -11.7% | -6.8% | -4.9% | -8.1% |
| 3M | -41.5% | +21.0% | -62.5% | -48.1% |
| 6M | +54.9% | +1.1% | +53.8% | +52.7% |
| YTD | +47.7% | -0.5% | +48.2% | +46.0% |
| 1Y | +177.6% | -7.3% | +184.9% | +185.9% |
| 3Y | +164.9% | +42.3% | +122.6% | +114.4% |
| 5Y | -45.9% | +13.5% | -59.3% | -55.7% |
| All | +283.4% | +80.4% | +203.0% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling