+177.6%
KEEL vs FDS
-17.4%
+195.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +2.4% |
| 7D | +7.8% | -1.9% | +9.7% | +7.1% |
| 30D | -11.7% | +9.0% | -20.7% | -8.8% |
| 3M | -41.5% | +18.9% | -60.3% | -37.6% |
| 6M | +54.9% | +35.1% | +19.8% | +66.6% |
| YTD | +47.7% | +5.5% | +42.2% | +56.3% |
| 1Y | +177.6% | -16.8% | +194.4% | +208.0% |
| All | +177.6% | -17.4% | +195.0% | +208.0% |
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