+75.0%
KEEL vs APD
+3.9%
+71.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +3.6% |
| 7D | +2.9% | -3.3% | +6.1% | +1.9% |
| 30D | +0.8% | -4.2% | +5.0% | -0.2% |
| 3M | -35.3% | +5.4% | -40.8% | -35.3% |
| 6M | +59.4% | +6.3% | +53.1% | +59.2% |
| YTD | +51.9% | +20.3% | +31.6% | +52.8% |
| 1Y | +75.0% | +1.6% | +73.4% | +169.6% |
| All | +75.0% | +3.9% | +71.1% | +169.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling