+60.6%
KEEL vs AS
+107.2%
-46.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.9% |
| 7D | +19.3% | -2.8% | +22.1% | +20.6% |
| 30D | +9.1% | -23.2% | +32.3% | +22.2% |
| 3M | -31.5% | -20.1% | -11.5% | -25.6% |
| 6M | +75.8% | -18.5% | +94.3% | +90.3% |
| YTD | +57.9% | -25.6% | +83.5% | +77.7% |
| 1Y | +133.3% | -24.4% | +157.7% | +160.5% |
| All | +60.6% | +107.2% | -46.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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