-45.3%
KEEL vs FDS
+31.1%
-76.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -3.0% |
| 7D | -13.6% | +9.4% | -23.0% | -10.3% |
| 30D | -39.1% | +23.8% | -62.9% | -34.1% |
| 3M | -48.9% | +25.1% | -74.0% | -44.0% |
| 6M | -35.4% | +53.8% | -89.2% | -26.7% |
| YTD | -10.6% | +19.6% | -30.2% | +1.3% |
| 1Y | -45.3% | +31.6% | -77.0% | -30.6% |
| All | -45.3% | +31.1% | -76.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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