+493.1%
KEEL vs BAM
+66.1%
+427.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.2% |
| 7D | +2.7% | -6.1% | +8.8% | +9.4% |
| 30D | +4.6% | -13.8% | +18.4% | +21.4% |
| 3M | -34.5% | +4.4% | -38.9% | -39.9% |
| 6M | +59.3% | +6.4% | +52.8% | +42.9% |
| YTD | +46.4% | -7.1% | +53.4% | +52.4% |
| 1Y | +96.6% | -11.8% | +108.4% | +122.5% |
| 3Y | +182.0% | +50.2% | +131.8% | +78.2% |
| All | +493.1% | +66.1% | +427.0% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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