+294.5%
KEEL vs AVTR
-8.1%
+302.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.0% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | +0.8% | +6.3% | -5.5% | -1.3% |
| 3M | -35.3% | +53.3% | -88.6% | -47.3% |
| 6M | +59.4% | +78.6% | -19.3% | +21.3% |
| YTD | +51.9% | +29.2% | +22.7% | +32.2% |
| 1Y | +75.0% | +13.8% | +61.2% | +54.7% |
| 3Y | +224.5% | -27.4% | +252.0% | +242.9% |
| 5Y | -35.9% | -65.0% | +29.1% | -15.5% |
| All | +294.5% | -8.1% | +302.5% | +499.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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