-38.2%
KEEL vs APD
+24.4%
-62.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.7% | -7.0% |
| 7D | +2.7% | -3.5% | +6.2% | +4.8% |
| 30D | +4.6% | -5.1% | +9.6% | +7.2% |
| 3M | -34.5% | +6.9% | -41.3% | -38.6% |
| 6M | +59.3% | +8.1% | +51.2% | +46.6% |
| YTD | +46.4% | +21.2% | +25.1% | +23.2% |
| 1Y | +96.6% | +4.9% | +91.7% | +82.7% |
| 3Y | +182.0% | +6.3% | +175.7% | +153.8% |
| 5Y | -38.2% | +24.3% | -62.5% | -59.8% |
| All | -38.2% | +24.4% | -62.7% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling