-17.3%
KEEL vs AS
+137.8%
-155.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -1.7% |
| 7D | -12.8% | +4.5% | -17.3% | -14.3% |
| 30D | -37.4% | +13.2% | -50.6% | -40.9% |
| 3M | -43.8% | -11.9% | -31.9% | -41.1% |
| 6M | -51.9% | -11.6% | -40.3% | -50.2% |
| YTD | -18.7% | -14.7% | -4.0% | -14.3% |
| 1Y | -46.6% | +5.7% | -52.4% | -48.6% |
| All | -17.3% | +137.8% | -155.1% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling