+177.6%
KEEL vs ALM
+318.3%
-140.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.3% |
| 7D | +7.8% | -2.6% | +10.4% | +9.1% |
| 30D | -11.7% | +32.0% | -43.7% | -21.8% |
| 3M | -41.5% | -15.0% | -26.4% | -38.4% |
| 6M | +54.9% | -10.1% | +65.0% | +55.2% |
| YTD | +47.7% | +99.4% | -51.8% | +16.0% |
| 1Y | +177.6% | +316.4% | -138.8% | +316.4% |
| All | +177.6% | +318.3% | -140.7% | +316.4% |
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