+294.5%
KEEL vs AMCR
+22.2%
+272.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.6% |
| 7D | +2.9% | -6.3% | +9.1% | +6.3% |
| 30D | +0.8% | -7.8% | +8.6% | +4.8% |
| 3M | -35.3% | +7.5% | -42.9% | -39.6% |
| 6M | +59.4% | +2.7% | +56.7% | +52.6% |
| YTD | +51.9% | +6.0% | +45.9% | +41.1% |
| 1Y | +75.0% | +7.8% | +67.2% | +59.8% |
| 3Y | +224.5% | +5.8% | +218.8% | +196.8% |
| 5Y | -35.9% | -11.6% | -24.3% | -33.1% |
| All | +294.5% | +22.2% | +272.2% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling