+60.1%
KEEL vs AMDL
+126.1%
-66.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +1.8% |
| 7D | +2.9% | +15.9% | -13.0% | -3.0% |
| 30D | +0.8% | +10.5% | -9.6% | -3.3% |
| 3M | -35.3% | -4.7% | -30.6% | -37.0% |
| 6M | +59.4% | +355.2% | -295.8% | -22.4% |
| YTD | +51.9% | +270.9% | -219.0% | -22.6% |
| 1Y | +75.0% | +499.5% | -424.5% | -27.7% |
| All | +60.1% | +126.1% | -66.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling