+294.5%
KEEL vs APD
+51.8%
+242.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +4.2% |
| 7D | +2.9% | -3.3% | +6.1% | +4.6% |
| 30D | +0.8% | -4.2% | +5.0% | +2.5% |
| 3M | -35.3% | +5.4% | -40.8% | -38.2% |
| 6M | +59.4% | +6.3% | +53.1% | +50.5% |
| YTD | +51.9% | +20.3% | +31.6% | +33.1% |
| 1Y | +75.0% | +1.6% | +73.4% | +67.4% |
| 3Y | +224.5% | +4.0% | +220.5% | +201.8% |
| 5Y | -35.9% | +23.3% | -59.2% | -46.1% |
| All | +294.5% | +51.8% | +242.7% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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