+294.5%
KEEL vs AR
+1,020.4%
-725.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +4.0% |
| 7D | +2.9% | -2.5% | +5.4% | +3.2% |
| 30D | +0.8% | +2.5% | -1.7% | +0.4% |
| 3M | -35.3% | +12.3% | -47.6% | -36.6% |
| 6M | +59.4% | -3.1% | +62.5% | +58.7% |
| YTD | +51.9% | +11.5% | +40.4% | +47.9% |
| 1Y | +75.0% | +17.0% | +58.0% | +69.3% |
| 3Y | +224.5% | +47.3% | +177.2% | +204.9% |
| 5Y | -35.9% | +141.2% | -177.1% | -40.8% |
| All | +294.5% | +1,020.4% | -725.9% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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