+224.5%
KEEL vs AMCR
+6.5%
+218.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.4% |
| 7D | +2.9% | -6.3% | +9.1% | +5.5% |
| 30D | +0.8% | -7.8% | +8.6% | +3.8% |
| 3M | -35.3% | +7.5% | -42.9% | -39.4% |
| 6M | +59.4% | +2.7% | +56.7% | +52.1% |
| YTD | +51.9% | +6.0% | +45.9% | +40.7% |
| 1Y | +75.0% | +7.8% | +67.2% | +59.3% |
| 3Y | +224.5% | +5.8% | +218.8% | +209.0% |
| All | +224.5% | +6.5% | +218.1% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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