+539.7%
KEEL vs BAM
+67.8%
+471.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +2.0% |
| 7D | +19.3% | -3.9% | +23.2% | +24.1% |
| 30D | +9.1% | -8.8% | +17.9% | +18.5% |
| 3M | -31.5% | +2.2% | -33.7% | -35.6% |
| 6M | +75.8% | +5.9% | +69.9% | +58.5% |
| YTD | +57.9% | -6.1% | +64.0% | +62.5% |
| 1Y | +133.3% | -11.6% | +145.0% | +163.2% |
| 3Y | +204.1% | +51.7% | +152.4% | +90.0% |
| All | +539.7% | +67.8% | +471.8% | +236.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling