+115.5%
KEEL vs ALLE
+119.0%
-3.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.5% |
| 7D | +18.2% | +1.6% | +16.6% | +17.3% |
| 30D | -32.1% | +24.1% | -56.1% | -40.0% |
| 3M | -44.9% | +14.8% | -59.7% | -49.3% |
| 6M | -52.1% | +45.9% | -98.0% | -62.0% |
| YTD | -17.0% | +20.7% | -37.8% | -26.8% |
| 1Y | -38.5% | +14.2% | -52.7% | -43.9% |
| 3Y | +62.5% | +90.7% | -28.2% | +11.6% |
| 5Y | -77.3% | +50.6% | -127.8% | -83.5% |
| All | +115.5% | +119.0% | -3.6% | +135.4% |
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 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