+309.9%
KEEL vs AVTR
-7.6%
+317.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +19.3% | +1.6% | +17.7% | +18.7% |
| 30D | +9.1% | +8.4% | +0.7% | +6.0% |
| 3M | -31.5% | +50.2% | -81.7% | -43.7% |
| 6M | +75.8% | +82.6% | -6.7% | +32.7% |
| YTD | +57.9% | +29.8% | +28.0% | +37.2% |
| 1Y | +133.3% | +16.0% | +117.4% | +104.8% |
| 3Y | +204.1% | -26.4% | +230.5% | +219.5% |
| 5Y | -37.5% | -64.5% | +26.9% | -17.9% |
| All | +309.9% | -7.6% | +317.6% | +522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling