+205.7%
KEEL vs AMBA
+5.1%
+200.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.0% |
| 7D | +21.5% | -6.4% | +27.9% | +25.5% |
| 30D | -3.9% | -26.8% | +23.0% | +13.9% |
| 3M | -34.1% | -7.6% | -26.5% | -33.4% |
| 6M | +82.8% | +21.2% | +61.7% | +54.4% |
| YTD | +58.7% | -10.4% | +69.1% | +57.4% |
| 1Y | +191.4% | -24.4% | +215.8% | +205.4% |
| 3Y | +205.7% | +6.0% | +199.7% | +169.1% |
| All | +205.7% | +5.1% | +200.6% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling