+294.5%
KEEL vs AMP
+406.9%
-112.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.0% | +3.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +0.8% | -1.3% | +2.2% | +1.3% |
| 3M | -35.3% | +24.2% | -59.5% | -43.4% |
| 6M | +59.4% | +24.6% | +34.8% | +38.5% |
| YTD | +51.9% | +14.8% | +37.1% | +38.2% |
| 1Y | +75.0% | +12.8% | +62.2% | +60.8% |
| 3Y | +224.5% | +69.0% | +155.6% | +151.4% |
| 5Y | -35.9% | +124.9% | -160.8% | -53.8% |
| All | +294.5% | +406.9% | -112.4% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling