+75.8%
KEEL vs AME
+7.8%
+68.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.4% |
| 7D | +19.3% | +1.3% | +18.0% | +17.1% |
| 30D | +9.1% | -6.6% | +15.7% | +21.0% |
| 3M | -31.5% | +3.0% | -34.5% | -33.4% |
| 6M | +75.8% | +5.3% | +70.5% | +71.2% |
| All | +75.8% | +7.8% | +68.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 6mo: compounded portfolio wealth divided by compounded AME 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…
6mo analysis · Full analysis span regression · 6 months rolling