+128.7%
KEEL vs AMBA
+39.0%
+89.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.5% | +4.8% | +6.5% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | -29.8% | -3.6% | -26.3% | -27.2% |
| 3M | -37.1% | -24.6% | -12.5% | -26.4% |
| 6M | -51.9% | -21.6% | -30.2% | -48.0% |
| YTD | -11.9% | -11.8% | -0.1% | -10.4% |
| 1Y | -38.6% | -33.2% | -5.4% | -29.2% |
| 3Y | +72.5% | +24.5% | +48.0% | +31.9% |
| 5Y | -74.4% | -67.7% | -6.7% | -65.2% |
| All | +128.7% | +39.0% | +89.7% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling