-35.3%
KEEL vs AR
+135.2%
-170.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +4.3% |
| 7D | +2.9% | -2.5% | +5.4% | +3.6% |
| 30D | +0.8% | +2.5% | -1.7% | -0.2% |
| 3M | -35.3% | +12.3% | -47.6% | -38.3% |
| 6M | +59.4% | -3.1% | +62.5% | +57.5% |
| YTD | +51.9% | +11.5% | +40.4% | +41.4% |
| 1Y | +75.0% | +17.0% | +58.0% | +60.0% |
| 3Y | +224.5% | +47.3% | +177.2% | +167.7% |
| All | -35.3% | +135.2% | -170.5% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling