+309.9%
KEEL vs AMBA
+53.0%
+256.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -5.0% |
| 7D | +19.3% | +2.5% | +16.8% | +17.0% |
| 30D | +9.1% | -16.1% | +25.3% | +19.4% |
| 3M | -31.5% | +4.6% | -36.2% | -35.8% |
| 6M | +75.8% | +29.2% | +46.7% | +44.5% |
| YTD | +57.9% | -2.9% | +60.8% | +51.0% |
| 1Y | +133.3% | -18.7% | +152.0% | +138.2% |
| 3Y | +204.1% | +14.9% | +189.2% | +139.0% |
| 5Y | -37.5% | -53.0% | +15.4% | -27.9% |
| All | +309.9% | +53.0% | +256.9% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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