-45.3%
KEEL vs ALM
+44.8%
-90.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.7% |
| 7D | -13.6% | -6.4% | -7.2% | -10.5% |
| 30D | -39.1% | -35.0% | -4.1% | -25.0% |
| 3M | -48.9% | -33.8% | -15.1% | -37.5% |
| 6M | -35.4% | -55.0% | +19.6% | -9.0% |
| YTD | -10.6% | -0.2% | -10.4% | -0.1% |
| 1Y | -45.3% | +41.8% | -87.1% | -44.3% |
| All | -45.3% | +44.8% | -90.1% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling