-37.0%
KEEL vs AMBA
-53.5%
+16.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +6.9% |
| 7D | +21.5% | -6.4% | +27.9% | +25.9% |
| 30D | -3.9% | -26.8% | +23.0% | +15.7% |
| 3M | -34.1% | -7.6% | -26.5% | -33.9% |
| 6M | +82.8% | +21.2% | +61.7% | +51.8% |
| YTD | +58.7% | -10.4% | +69.1% | +57.4% |
| 1Y | +191.4% | -24.4% | +215.8% | +208.7% |
| 3Y | +205.7% | +6.0% | +199.7% | +137.3% |
| 5Y | -37.0% | -53.9% | +16.9% | -27.1% |
| All | -37.0% | -53.5% | +16.5% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling