+283.4%
KEEL vs ALLY
+79.6%
+203.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | +7.8% | +3.7% | +4.1% | +6.0% |
| 30D | -11.7% | -2.3% | -9.4% | -10.8% |
| 3M | -41.5% | +3.8% | -45.3% | -42.5% |
| 6M | +54.9% | +9.7% | +45.2% | +48.2% |
| YTD | +47.7% | -1.4% | +49.1% | +48.4% |
| 1Y | +177.6% | +8.2% | +169.4% | +169.1% |
| 3Y | +164.9% | +66.5% | +98.4% | +118.1% |
| 5Y | -45.9% | +1.2% | -47.1% | -50.1% |
| All | +283.4% | +79.6% | +203.8% | +375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling