+312.2%
KEEL vs ALM
+1,293.1%
-980.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.8% | -1.3% | +6.2% |
| 7D | +21.5% | +8.4% | +13.1% | +20.1% |
| 30D | -3.9% | +34.8% | -38.7% | -7.5% |
| 3M | -34.1% | +16.2% | -50.3% | -35.4% |
| 6M | +82.8% | +2.1% | +80.7% | +81.5% |
| YTD | +58.7% | +117.0% | -58.3% | +48.1% |
| 1Y | +191.4% | +313.9% | -122.4% | +161.3% |
| 3Y | +205.7% | +2,327.9% | -2,122.2% | +134.6% |
| 5Y | -37.0% | +1,040.6% | -1,077.6% | -49.5% |
| All | +312.2% | +1,293.1% | -980.9% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling