+61.5%
KEEL vs AS
+114.1%
-52.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.8% | +10.3% | +8.8% |
| 7D | +21.5% | -2.6% | +24.1% | +22.8% |
| 30D | -3.9% | -22.1% | +18.3% | +7.1% |
| 3M | -34.1% | -15.3% | -18.8% | -30.4% |
| 6M | +82.8% | -15.6% | +98.4% | +94.8% |
| YTD | +58.7% | -23.2% | +81.9% | +76.0% |
| 1Y | +191.4% | -21.7% | +213.1% | +220.5% |
| All | +61.5% | +114.1% | -52.6% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling