+237.3%
KEEL vs BAM
+50.2%
+187.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +2.1% |
| 7D | +19.3% | -3.9% | +23.2% | +24.4% |
| 30D | +9.1% | -8.8% | +17.9% | +19.0% |
| 3M | -31.5% | +2.2% | -33.7% | -36.1% |
| 6M | +75.8% | +5.9% | +69.9% | +56.6% |
| YTD | +57.9% | -6.1% | +64.0% | +62.3% |
| 1Y | +133.3% | -11.6% | +145.0% | +164.8% |
| All | +237.3% | +50.2% | +187.1% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling