+294.5%
KEEL vs FDS
+2.1%
+292.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +2.9% | -14.0% | +16.9% | +5.1% |
| 30D | +0.8% | -6.2% | +7.1% | +1.4% |
| 3M | -35.3% | +10.2% | -45.5% | -38.2% |
| 6M | +59.4% | +27.4% | +31.9% | +43.9% |
| YTD | +51.9% | -9.3% | +61.2% | +51.7% |
| 1Y | +75.0% | -28.6% | +103.6% | +87.2% |
| 3Y | +224.5% | -36.8% | +261.4% | +259.1% |
| 5Y | -35.9% | -28.6% | -7.3% | -28.7% |
| All | +294.5% | +2.1% | +292.4% | +407.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling