+237.3%
KEEL vs ALLY
+63.1%
+174.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +0.4% |
| 7D | +19.3% | -1.9% | +21.2% | +21.2% |
| 30D | +9.1% | -4.5% | +13.6% | +13.1% |
| 3M | -31.5% | -2.8% | -28.7% | -30.0% |
| 6M | +75.8% | +10.3% | +65.5% | +58.2% |
| YTD | +57.9% | -5.7% | +63.6% | +63.9% |
| 1Y | +133.3% | +3.9% | +129.4% | +123.2% |
| All | +237.3% | +63.1% | +174.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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