+212.7%
KEEL vs ALM
+1,934.4%
-1,721.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.6% | +2.3% | -5.4% |
| 7D | +2.7% | -7.1% | +9.8% | +4.2% |
| 30D | +4.6% | +24.7% | -20.1% | +0.8% |
| 3M | -34.5% | +8.3% | -42.8% | -35.2% |
| 6M | +59.3% | -22.2% | +81.4% | +63.3% |
| YTD | +46.4% | +88.1% | -41.7% | +40.6% |
| 1Y | +96.6% | +272.4% | -175.8% | +88.0% |
| All | +212.7% | +1,934.4% | -1,721.6% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling