+294.5%
KEEL vs AU
+505.9%
-211.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | +2.9% | -4.3% | +7.1% | +4.1% |
| 30D | +0.8% | +7.3% | -6.5% | -0.7% |
| 3M | -35.3% | +26.3% | -61.7% | -39.1% |
| 6M | +59.4% | +1.8% | +57.6% | +57.5% |
| YTD | +51.9% | +26.8% | +25.1% | +42.8% |
| 1Y | +75.0% | +66.7% | +8.3% | +54.9% |
| 3Y | +224.5% | +579.1% | -354.5% | +110.2% |
| 5Y | -35.9% | +689.3% | -725.2% | -58.9% |
| All | +294.5% | +505.9% | -211.4% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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