+237.3%
KEEL vs APD
+6.4%
+230.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +19.3% | -4.6% | +23.9% | +20.9% |
| 30D | +9.1% | -4.2% | +13.3% | +10.2% |
| 3M | -31.5% | +5.0% | -36.5% | -33.6% |
| 6M | +75.8% | +8.9% | +66.9% | +66.8% |
| YTD | +57.9% | +21.9% | +36.0% | +41.7% |
| 1Y | +133.3% | +5.6% | +127.8% | +126.0% |
| All | +237.3% | +6.4% | +230.9% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling