+283.4%
KEEL vs APD
+56.9%
+226.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.1% |
| 7D | +7.8% | -2.2% | +10.0% | +8.9% |
| 30D | -11.7% | +2.1% | -13.8% | -13.3% |
| 3M | -41.5% | +7.2% | -48.7% | -44.6% |
| 6M | +54.9% | +11.2% | +43.7% | +43.0% |
| YTD | +47.7% | +24.4% | +23.3% | +27.3% |
| 1Y | +177.6% | +6.7% | +170.9% | +159.1% |
| 3Y | +164.9% | +9.2% | +155.6% | +139.6% |
| 5Y | -45.9% | +27.4% | -73.2% | -55.2% |
| All | +283.4% | +56.9% | +226.5% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling