-35.3%
KEEL vs ALLY
-4.7%
-30.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +4.0% |
| 7D | +2.9% | -3.8% | +6.7% | +6.1% |
| 30D | +0.8% | -4.9% | +5.8% | +4.9% |
| 3M | -35.3% | -2.6% | -32.7% | -34.0% |
| 6M | +59.4% | +15.7% | +43.6% | +38.1% |
| YTD | +51.9% | -5.2% | +57.1% | +56.7% |
| 1Y | +75.0% | +2.8% | +72.2% | +69.1% |
| 3Y | +224.5% | +63.4% | +161.1% | +103.4% |
| All | -35.3% | -4.7% | -30.7% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling