+360.5%
KEEL vs AMRZ
-20.3%
+380.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -6.7% |
| 7D | +2.7% | -8.1% | +10.8% | +6.6% |
| 30D | +4.6% | -14.8% | +19.4% | +12.3% |
| 3M | -34.5% | -19.7% | -14.7% | -28.3% |
| 6M | +59.3% | -30.8% | +90.1% | +89.3% |
| YTD | +46.4% | -24.3% | +70.7% | +66.8% |
| 1Y | +96.6% | -24.0% | +120.6% | +113.7% |
| All | +360.5% | -20.3% | +380.8% | +414.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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