+59.4%
KEEL vs AMP
+23.7%
+35.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.0% | +3.9% |
| 7D | +2.9% | -0.5% | +3.4% | +2.8% |
| 30D | +0.8% | -1.3% | +2.2% | +0.5% |
| 3M | -35.3% | +24.2% | -59.5% | -35.3% |
| 6M | +59.4% | +24.6% | +34.8% | +57.2% |
| All | +59.4% | +23.7% | +35.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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