-35.3%
KEEL vs FCUV
-99.8%
+64.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +3.7% |
| 7D | +2.9% | -66.5% | +69.4% | +3.9% |
| 30D | +0.8% | +5.0% | -4.1% | -0.3% |
| 3M | -35.3% | +63.8% | -99.1% | -40.3% |
| 6M | +59.4% | -67.8% | +127.2% | +60.0% |
| YTD | +51.9% | -82.4% | +134.3% | +58.3% |
| 1Y | +75.0% | -94.7% | +169.7% | +95.2% |
| 3Y | +224.5% | -99.3% | +323.8% | +299.4% |
| All | -35.3% | -99.8% | +64.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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