-35.3%
KEEL vs ALM
+839.2%
-874.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.3% | +5.0% |
| 7D | +2.9% | -11.8% | +14.7% | +5.3% |
| 30D | +0.8% | +7.8% | -6.9% | -0.1% |
| 3M | -35.3% | -9.3% | -26.1% | -34.2% |
| 6M | +59.4% | -30.5% | +89.9% | +66.8% |
| YTD | +51.9% | +75.8% | -23.9% | +45.3% |
| 1Y | +75.0% | +241.2% | -166.2% | +61.3% |
| 3Y | +224.5% | +1,872.6% | -1,648.1% | +155.6% |
| All | -35.3% | +839.2% | -874.5% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling