+75.0%
KEEL vs AZO
-32.5%
+107.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +3.9% | +3.7% |
| 7D | +2.9% | -3.6% | +6.5% | +1.3% |
| 30D | +0.8% | -5.6% | +6.4% | -1.3% |
| 3M | -35.3% | -6.6% | -28.7% | -36.2% |
| 6M | +59.4% | -22.5% | +81.9% | +55.1% |
| YTD | +51.9% | -15.2% | +67.1% | +61.6% |
| 1Y | +75.0% | -33.9% | +108.9% | +55.4% |
| All | +75.0% | -32.5% | +107.5% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling