+294.5%
KEEL vs ALM
+1,028.6%
-734.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +4.7% |
| 7D | +2.9% | -11.8% | +14.7% | +4.8% |
| 30D | +0.8% | +7.8% | -6.9% | +0.1% |
| 3M | -35.3% | -9.3% | -26.1% | -34.4% |
| 6M | +59.4% | -30.5% | +89.9% | +65.7% |
| YTD | +51.9% | +75.8% | -23.9% | +46.1% |
| 1Y | +75.0% | +241.2% | -166.2% | +61.7% |
| 3Y | +224.5% | +1,872.6% | -1,648.1% | +156.7% |
| 5Y | -35.9% | +849.6% | -885.5% | -47.1% |
| All | +294.5% | +1,028.6% | -734.1% | +371.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling